-47.5%
ALB vs BTDR
-29.7%
-17.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.7% | -8.6% | +0.2% |
| 7D | +1.1% | +7.7% | -6.6% | -0.1% |
| 30D | -2.6% | -24.1% | +21.5% | -0.7% |
| 3M | -25.6% | -19.1% | -6.5% | -25.1% |
| 6M | -54.0% | -46.6% | -7.4% | -52.5% |
| YTD | -31.6% | -37.3% | +5.7% | -31.6% |
| 1Y | -6.6% | -53.2% | +46.6% | -4.6% |
| 3Y | -14.0% | +77.1% | -91.1% | -26.7% |
| 5Y | -62.5% | -29.7% | -32.8% | -68.3% |
| All | -47.5% | -29.7% | -17.8% | -55.5% |
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 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