-26.4%
ALB vs BTDR
+8.5%
-34.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +2.3% |
| 7D | -4.4% | +22.4% | -26.8% | -6.8% |
| 30D | -1.2% | +16.5% | -17.6% | -3.6% |
| 3M | -13.3% | -31.5% | +18.2% | -10.8% |
| 6M | -19.8% | +74.0% | -93.8% | -27.7% |
| YTD | -7.9% | +13.0% | -21.0% | -13.2% |
| 1Y | +60.2% | -0.2% | +60.4% | +48.9% |
| 3Y | -26.4% | +9.9% | -36.3% | -46.6% |
| All | -26.4% | +8.5% | -34.9% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling