-3.5%
ABT vs BTDR
+26.7%
-30.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.6% |
| 7D | -3.1% | +22.4% | -25.5% | -3.1% |
| 30D | -2.1% | +16.5% | -18.6% | -2.1% |
| 3M | +17.4% | -31.5% | +48.9% | +17.7% |
| 6M | -2.4% | +74.0% | -76.4% | -2.5% |
| YTD | -14.2% | +13.0% | -27.2% | -14.3% |
| 1Y | -18.3% | -0.2% | -18.1% | -18.5% |
| 3Y | +11.5% | +9.9% | +1.6% | +11.0% |
| 5Y | -9.9% | +28.1% | -38.0% | -9.6% |
| All | -3.5% | +26.7% | -30.2% | -3.3% |
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