+497.7%
AMD vs BTDR
-38.7%
+536.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -12.8% | +18.7% | +7.8% |
| 7D | +44.7% | +15.4% | +29.3% | +41.5% |
| 30D | -3.3% | -33.4% | +30.1% | +2.5% |
| 3M | +21.2% | -32.0% | +53.2% | +27.6% |
| 6M | +30.6% | -52.2% | +82.8% | +43.0% |
| YTD | +173.3% | -45.3% | +218.6% | +192.6% |
| 1Y | +126.1% | -56.0% | +182.1% | +146.1% |
| 3Y | +393.5% | +54.4% | +339.1% | +393.3% |
| 5Y | +295.8% | -38.5% | +334.3% | +290.5% |
| All | +497.7% | -38.7% | +536.4% | +483.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling