+528.8%
APP vs BTI
+131.8%
+397.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +4.8% |
| 7D | +79.2% | -2.9% | +82.1% | +78.9% |
| 30D | +48.0% | +8.3% | +39.7% | +48.2% |
| 3M | +18.2% | +2.9% | +15.3% | +18.1% |
| 6M | -12.5% | +6.2% | -18.7% | -12.6% |
| YTD | -39.2% | +10.9% | -50.1% | -39.3% |
| 1Y | -33.9% | +16.6% | -50.4% | -34.0% |
| 3Y | +933.3% | +142.2% | +791.0% | +853.3% |
| 5Y | +295.9% | +151.3% | +144.6% | +303.6% |
| All | +528.8% | +131.8% | +397.1% | +526.6% |
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