-16.6%
APP vs BTI
+5.0%
-21.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.5% | +13.3% | +9.6% |
| 7D | +71.2% | -1.0% | +72.2% | +70.6% |
| 30D | +39.1% | +13.0% | +26.1% | +39.3% |
| 3M | +16.5% | +5.3% | +11.2% | +15.4% |
| 6M | -16.6% | +5.3% | -21.9% | -16.8% |
| All | -16.6% | +5.0% | -21.6% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling