-13.3%
ACN vs BTDR
-44.0%
+30.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.9% | +0.3% |
| 7D | -3.8% | -6.9% | +3.1% | -3.8% |
| 30D | +16.5% | -31.5% | +48.1% | +17.0% |
| 3M | +41.5% | -36.1% | +77.5% | +41.9% |
| 6M | +60.1% | -57.6% | +117.7% | +61.2% |
| YTD | -3.9% | -50.0% | +46.1% | -4.1% |
| 1Y | +4.1% | -49.6% | +53.7% | +3.8% |
| 3Y | -15.9% | +48.5% | -64.4% | -19.9% |
| 5Y | -26.3% | -43.8% | +17.5% | -29.7% |
| All | -13.3% | -44.0% | +30.7% | -17.3% |
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 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