-55.4%
APP vs BTI
+24.7%
-80.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +11.0% |
| 7D | +4.5% | +5.3% | -0.8% | +5.0% |
| 30D | -3.6% | +19.1% | -22.7% | -2.0% |
| 3M | -35.3% | +6.5% | -41.8% | -35.4% |
| 6M | -42.8% | +9.4% | -52.2% | -42.8% |
| YTD | -59.7% | +14.4% | -74.1% | -60.5% |
| 1Y | -55.4% | +23.9% | -79.2% | -56.8% |
| All | -55.4% | +24.7% | -80.0% | -56.8% |
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