-44.0%
ACN vs BTDR
+24.7%
-68.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.7% |
| 7D | -6.3% | +14.8% | -21.1% | -6.6% |
| 30D | -1.4% | +41.8% | -43.2% | -2.1% |
| 3M | +2.6% | -29.2% | +31.7% | +3.2% |
| 6M | -14.3% | +66.2% | -80.5% | -16.3% |
| YTD | -33.1% | +10.0% | -43.1% | -33.9% |
| 1Y | -28.8% | -11.0% | -17.8% | -29.7% |
| 3Y | -43.0% | +6.9% | -49.9% | -46.0% |
| 5Y | -44.0% | +24.7% | -68.7% | -47.0% |
| All | -44.0% | +24.7% | -68.7% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling