-36.8%
ACN vs BTDR
+19.6%
-56.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.4% | +3.3% |
| 7D | -1.5% | -3.4% | +1.9% | -1.4% |
| 30D | +2.1% | +32.6% | -30.5% | +1.5% |
| 3M | +11.1% | -32.2% | +43.3% | +12.0% |
| 6M | -6.8% | +52.4% | -59.2% | -8.8% |
| YTD | -30.0% | +6.7% | -36.7% | -30.9% |
| 1Y | -23.1% | -15.2% | -7.9% | -24.0% |
| 3Y | -40.4% | +14.9% | -55.3% | -43.6% |
| 5Y | -41.6% | +20.8% | -62.4% | -44.7% |
| All | -36.8% | +19.6% | -56.4% | -40.3% |
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