+391.7%
APP vs BTG
+43.7%
+347.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | -23.3% | +36.8% | -60.1% | -28.8% |
| 3M | -42.6% | +23.1% | -65.7% | -45.7% |
| 6M | -33.6% | +3.5% | -37.1% | -35.4% |
| YTD | -52.4% | +25.5% | -77.9% | -55.3% |
| 1Y | -35.9% | +40.1% | -76.0% | -41.7% |
| 3Y | +642.2% | +101.1% | +541.1% | +496.9% |
| 5Y | +311.1% | +70.6% | +240.5% | +235.8% |
| All | +391.7% | +43.7% | +347.9% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling