-43.0%
APP vs BTSG
+154.4%
-197.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -3.9% |
| 7D | +0.1% | +5.7% | -5.7% | -2.3% |
| 30D | -10.0% | +0.2% | -10.2% | -10.3% |
| 3M | -44.6% | +5.6% | -50.3% | -47.2% |
| 6M | -37.9% | +50.8% | -88.6% | -51.5% |
| YTD | -53.7% | +67.0% | -120.7% | -65.1% |
| 1Y | -43.0% | +145.5% | -188.5% | -59.8% |
| All | -43.0% | +154.4% | -197.4% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling