-35.9%
APP vs BTI
+5.0%
-40.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.1% |
| 7D | +0.9% | -1.4% | +2.3% | +0.7% |
| 30D | -23.3% | -6.6% | -16.7% | -24.1% |
| 3M | -42.6% | -3.0% | -39.7% | -42.7% |
| 6M | -33.6% | -6.7% | -26.9% | -34.4% |
| YTD | -52.4% | +0.6% | -53.0% | -53.8% |
| 1Y | -35.9% | +5.6% | -41.5% | -38.9% |
| All | -35.9% | +5.0% | -40.9% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling