+783.1%
APP vs BTSG
+459.6%
+323.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +9.2% |
| 7D | +71.2% | +0.4% | +70.8% | +70.0% |
| 30D | +39.1% | +5.3% | +33.8% | +34.9% |
| 3M | +16.5% | +10.8% | +5.7% | +9.8% |
| 6M | -16.6% | +27.3% | -43.9% | -27.1% |
| YTD | -41.9% | +79.3% | -121.2% | -56.3% |
| 1Y | -37.0% | +106.0% | -143.0% | -55.2% |
| All | +783.1% | +459.6% | +323.5% | +325.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling