-33.4%
ALB vs BTDR
+15.3%
-48.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.4% |
| 7D | -7.6% | -3.2% | -4.4% | -7.3% |
| 30D | -5.6% | +32.7% | -38.3% | -8.5% |
| 3M | -16.8% | -28.4% | +11.5% | -15.3% |
| 6M | -26.3% | +51.7% | -78.0% | -31.3% |
| YTD | -13.2% | +2.9% | -16.1% | -16.5% |
| 1Y | +68.8% | -15.5% | +84.3% | +62.5% |
| 3Y | -30.7% | 0.0% | -30.7% | -42.7% |
| 5Y | -46.3% | +16.5% | -62.7% | -55.8% |
| All | -33.4% | +15.3% | -48.7% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling