+33.0%
AA vs BTDR
+15.3%
+17.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.5% | +1.7% | -4.1% |
| 7D | -5.4% | -3.2% | -2.2% | -5.1% |
| 30D | -10.7% | +32.7% | -43.4% | -13.5% |
| 3M | -26.2% | -28.4% | +2.2% | -24.7% |
| 6M | -20.9% | +51.7% | -72.7% | -26.0% |
| YTD | -8.6% | +2.9% | -11.5% | -11.6% |
| 1Y | +57.4% | -15.5% | +72.9% | +52.9% |
| 3Y | +77.8% | 0.0% | +77.8% | +52.2% |
| 5Y | +2.7% | +16.5% | -13.8% | -11.4% |
| All | +33.0% | +15.3% | +17.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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