+272.3%
ALAB vs BTDR
-3.7%
+276.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.7% | -2.9% | +3.8% |
| 7D | +3.4% | +7.7% | -4.2% | +1.7% |
| 30D | -28.8% | -24.1% | -4.7% | -22.2% |
| 3M | -26.0% | -19.1% | -6.9% | -21.3% |
| 6M | +11.4% | -46.6% | +58.0% | +31.1% |
| YTD | +38.8% | -37.3% | +76.1% | +53.3% |
| 1Y | +37.8% | -53.2% | +91.0% | +61.9% |
| All | +272.3% | -3.7% | +276.0% | +276.3% |
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 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