-43.0%
ACN vs BTDR
+7.6%
-50.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.7% |
| 7D | -6.3% | +14.8% | -21.1% | -6.7% |
| 30D | -1.4% | +41.8% | -43.2% | -2.2% |
| 3M | +2.6% | -29.2% | +31.7% | +3.4% |
| 6M | -14.3% | +66.2% | -80.5% | -16.8% |
| YTD | -33.1% | +10.0% | -43.1% | -34.1% |
| 1Y | -28.8% | -11.0% | -17.8% | -29.9% |
| All | -43.0% | +7.6% | -50.6% | -47.4% |
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