+141.7%
ADI vs BTDR
+26.7%
+115.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.1% | +0.1% |
| 7D | +2.4% | +22.4% | -20.0% | +1.0% |
| 30D | -6.6% | +16.5% | -23.0% | -7.8% |
| 3M | -9.8% | -31.5% | +21.7% | -8.4% |
| 6M | +15.7% | +74.0% | -58.4% | +10.3% |
| YTD | +35.1% | +13.0% | +22.1% | +31.4% |
| 1Y | +47.7% | -0.2% | +47.9% | +42.9% |
| 3Y | +114.5% | +9.9% | +104.6% | +94.8% |
| 5Y | +141.2% | +28.1% | +113.1% | +114.7% |
| All | +141.7% | +26.7% | +115.0% | +114.1% |
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