+358.5%
AMD vs BTDR
-39.9%
+398.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +13.3% | -2.2% | +9.0% |
| 7D | -11.0% | -10.4% | -0.7% | -9.4% |
| 30D | -30.5% | -42.2% | +11.7% | -24.7% |
| 3M | -8.2% | -42.8% | +34.6% | -1.2% |
| 6M | +6.6% | -60.2% | +66.7% | +19.4% |
| YTD | +109.7% | -46.3% | +156.0% | +125.5% |
| 1Y | +88.9% | -71.7% | +160.6% | +113.8% |
| 3Y | +301.8% | +54.6% | +247.2% | +303.3% |
| 5Y | +229.4% | -39.5% | +268.9% | +226.8% |
| All | +358.5% | -39.9% | +398.4% | +349.9% |
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