+37.6%
AA vs BTDR
+23.8%
+13.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.1% | -2.5% |
| 7D | -0.7% | +20.0% | -20.7% | -2.7% |
| 30D | +5.0% | +11.9% | -7.0% | +3.2% |
| 3M | -35.8% | -36.9% | +1.1% | -33.7% |
| 6M | -18.4% | +56.5% | -74.9% | -23.9% |
| YTD | -5.5% | +10.4% | -15.9% | -9.3% |
| 1Y | +61.0% | +3.1% | +57.9% | +53.4% |
| 3Y | +66.2% | -2.6% | +68.8% | +41.2% |
| 5Y | +11.4% | +25.2% | -13.8% | -4.5% |
| All | +37.6% | +23.8% | +13.8% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling