-45.1%
ALB vs BTDR
+24.7%
-69.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.6% |
| 7D | -8.6% | +14.8% | -23.4% | -9.9% |
| 30D | -4.0% | +41.8% | -45.8% | -7.6% |
| 3M | -17.4% | -29.2% | +11.8% | -15.7% |
| 6M | -25.4% | +66.2% | -91.5% | -31.1% |
| YTD | -10.5% | +10.0% | -20.5% | -14.4% |
| 1Y | +75.8% | -11.0% | +86.8% | +68.3% |
| 3Y | -28.5% | +6.9% | -35.5% | -41.4% |
| 5Y | -45.1% | +24.7% | -69.8% | -56.5% |
| All | -45.1% | +24.7% | -69.8% | -56.5% |
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 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