+416.4%
AMD vs BTDR
+26.7%
+389.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.3% | +3.6% | +5.6% |
| 7D | +10.0% | +22.4% | -12.4% | +7.0% |
| 30D | +4.6% | +16.5% | -11.8% | +1.9% |
| 3M | +3.1% | -31.5% | +34.6% | +6.8% |
| 6M | +162.8% | +74.0% | +88.8% | +144.5% |
| YTD | +136.2% | +13.0% | +123.1% | +128.7% |
| 1Y | +234.0% | -0.2% | +234.3% | +224.4% |
| 3Y | +376.7% | +9.9% | +366.8% | +324.7% |
| 5Y | +376.3% | +28.1% | +348.2% | +327.4% |
| All | +416.4% | +26.7% | +389.7% | +356.3% |
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