+528.8%
APP vs BTG
+46.0%
+482.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.2% | -0.4% | +3.6% |
| 7D | +79.2% | +19.1% | +60.1% | +72.7% |
| 30D | +48.0% | +8.2% | +39.8% | +45.6% |
| 3M | +18.2% | +13.3% | +4.9% | +14.5% |
| 6M | -12.5% | +8.1% | -20.6% | -15.1% |
| YTD | -39.2% | +27.5% | -66.7% | -43.2% |
| 1Y | -33.9% | +47.1% | -81.0% | -39.9% |
| 3Y | +933.3% | +105.8% | +827.5% | +726.6% |
| 5Y | +295.9% | +55.8% | +240.1% | +222.7% |
| All | +528.8% | +46.0% | +482.8% | +458.0% |
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