-48.8%
ALB vs BTDR
-44.0%
-4.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.6% | +7.3% | -0.6% |
| 7D | -5.8% | -6.9% | +1.1% | -5.3% |
| 30D | -4.5% | -31.5% | +27.0% | -1.8% |
| 3M | -28.1% | -36.1% | +8.0% | -26.0% |
| 6M | -53.2% | -57.6% | +4.5% | -50.6% |
| YTD | -33.3% | -50.0% | +16.7% | -31.9% |
| 1Y | -17.4% | -49.6% | +32.2% | -16.1% |
| 3Y | -14.1% | +48.5% | -62.7% | -25.4% |
| 5Y | -64.0% | -43.8% | -20.2% | -68.8% |
| All | -48.8% | -44.0% | -4.8% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling