-43.5%
ACHR vs BTDR
+19.6%
-63.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.6% |
| 7D | -2.3% | -3.4% | +1.1% | -1.6% |
| 30D | -11.3% | +32.6% | -43.9% | -17.2% |
| 3M | +5.3% | -32.2% | +37.5% | +11.6% |
| 6M | -13.2% | +52.4% | -65.6% | -23.4% |
| YTD | -25.8% | +6.7% | -32.5% | -30.2% |
| 1Y | -34.3% | -15.2% | -19.0% | -37.1% |
| 3Y | -19.9% | +14.9% | -34.8% | -31.5% |
| 5Y | -42.7% | +20.8% | -63.4% | -53.6% |
| All | -43.5% | +19.6% | -63.1% | -54.3% |
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 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