-39.3%
APP vs BTI
+17.4%
-56.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.3% |
| 7D | +61.1% | -0.1% | +61.2% | +60.9% |
| 30D | +42.8% | +9.6% | +33.2% | +44.4% |
| 3M | +16.7% | +8.3% | +8.4% | +17.4% |
| 6M | -15.6% | +7.5% | -23.1% | -15.4% |
| YTD | -41.3% | +12.3% | -53.6% | -42.2% |
| 1Y | -39.3% | +16.2% | -55.5% | -39.6% |
| All | -39.3% | +17.4% | -56.7% | -39.6% |
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 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