+59.2%
ALB vs BTDR
-13.8%
+73.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.7% | -7.2% | -3.8% |
| 7D | -6.6% | -3.4% | -3.2% | -6.4% |
| 30D | -8.1% | +32.6% | -40.7% | -10.7% |
| 3M | -25.7% | -32.2% | +6.6% | -23.9% |
| 6M | -29.5% | +52.4% | -81.8% | -34.4% |
| YTD | -16.2% | +6.7% | -22.9% | -19.9% |
| 1Y | +59.2% | -15.2% | +74.5% | +60.1% |
| All | +59.2% | -13.8% | +73.0% | +60.1% |
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 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