+61.5%
ALB vs BTDR
-4.8%
+66.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.4% | -4.7% |
| 7D | -8.1% | +20.0% | -28.0% | -9.5% |
| 30D | +6.3% | +11.9% | -5.7% | +4.8% |
| 3M | -23.6% | -36.9% | +13.4% | -21.7% |
| 6M | -24.6% | +56.5% | -81.1% | -29.2% |
| YTD | -10.3% | +10.4% | -20.7% | -13.9% |
| 1Y | +61.5% | +3.1% | +58.4% | +79.5% |
| All | +61.5% | -4.8% | +66.2% | +79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling