+588.6%
APP vs BTSG
+416.6%
+172.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -4.4% | +2.9% | -7.3% | -5.6% |
| 30D | -10.0% | +0.9% | -10.9% | -10.7% |
| 3M | -41.4% | +1.6% | -43.1% | -42.7% |
| 6M | -41.0% | +46.8% | -87.8% | -51.4% |
| YTD | -54.7% | +65.5% | -120.3% | -64.3% |
| 1Y | -45.3% | +136.2% | -181.6% | -62.9% |
| All | +588.6% | +416.6% | +172.0% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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