+365.7%
ALAB vs BTDR
+73.6%
+292.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.3% | -9.3% | -7.6% |
| 7D | +3.2% | +22.4% | -19.2% | -2.6% |
| 30D | -13.6% | +16.5% | -30.0% | -18.2% |
| 3M | -16.6% | -31.5% | +14.9% | -9.8% |
| 6M | +142.3% | +74.0% | +68.3% | +104.5% |
| YTD | +73.6% | +13.0% | +60.6% | +61.2% |
| 1Y | +33.7% | -0.2% | +33.9% | +21.4% |
| All | +365.7% | +73.6% | +292.1% | +295.8% |
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