-6.8%
ABT vs BTDR
+19.6%
-26.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.4% |
| 7D | -5.9% | -3.4% | -2.5% | -5.9% |
| 30D | -8.1% | +32.6% | -40.7% | -8.0% |
| 3M | +14.5% | -32.2% | +46.8% | +14.7% |
| 6M | -6.3% | +52.4% | -58.6% | -6.4% |
| YTD | -17.1% | +6.7% | -23.8% | -17.2% |
| 1Y | -21.4% | -15.2% | -6.1% | -21.5% |
| 3Y | +5.9% | +14.9% | -9.0% | +5.4% |
| 5Y | -12.8% | +20.8% | -33.6% | -12.6% |
| All | -6.8% | +19.6% | -26.4% | -6.6% |
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