-35.9%
ACN vs BTDR
+23.8%
-59.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.3% | -3.4% |
| 7D | -1.5% | +20.0% | -21.5% | -1.9% |
| 30D | +9.4% | +11.9% | -2.6% | +9.0% |
| 3M | +5.6% | -36.9% | +42.6% | +6.7% |
| 6M | -9.3% | +56.5% | -65.8% | -11.2% |
| YTD | -29.0% | +10.4% | -39.4% | -29.8% |
| 1Y | -24.7% | +3.1% | -27.7% | -25.9% |
| 3Y | -39.8% | -2.6% | -37.2% | -43.0% |
| 5Y | -40.9% | +25.2% | -66.1% | -44.1% |
| All | -35.9% | +23.8% | -59.7% | -39.5% |
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