+378.5%
APP vs BTI
+109.4%
+269.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +0.1% | -1.4% | +1.5% | 0.0% |
| 30D | -10.0% | -7.0% | -3.0% | -10.3% |
| 3M | -44.6% | -6.3% | -38.3% | -44.7% |
| 6M | -37.9% | -2.0% | -35.9% | -38.0% |
| YTD | -53.7% | +0.2% | -53.9% | -53.9% |
| 1Y | -43.0% | +3.8% | -46.8% | -43.3% |
| 3Y | +640.8% | +112.1% | +528.7% | +586.1% |
| 5Y | +358.8% | +113.6% | +245.2% | +360.7% |
| All | +378.5% | +109.4% | +269.2% | +376.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling