+623.6%
APP vs BTSG
+406.1%
+217.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +2.7% |
| 7D | +0.9% | +2.7% | -1.8% | -0.3% |
| 30D | -23.3% | -3.6% | -19.6% | -22.1% |
| 3M | -42.6% | +5.8% | -48.4% | -44.9% |
| 6M | -33.6% | +44.7% | -78.3% | -45.0% |
| YTD | -52.4% | +62.2% | -114.6% | -62.2% |
| 1Y | -35.9% | +152.1% | -188.0% | -57.6% |
| All | +623.6% | +406.1% | +217.5% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling