+7.4%
ABT vs BTDR
+0.6%
+6.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.8% |
| 7D | -5.0% | -3.2% | -1.8% | -5.0% |
| 30D | -5.8% | +32.7% | -38.5% | -5.7% |
| 3M | +16.7% | -28.4% | +45.1% | +16.9% |
| 6M | -5.2% | +51.7% | -57.0% | -5.4% |
| YTD | -16.0% | +2.9% | -18.8% | -16.1% |
| 1Y | -18.3% | -15.5% | -2.8% | -18.4% |
| All | +7.4% | +0.6% | +6.8% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling