+401.2%
AMD vs BTDR
+54.4%
+346.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -12.8% | +18.7% | +8.4% |
| 7D | +44.7% | +15.4% | +29.3% | +40.4% |
| 30D | -3.3% | -33.4% | +30.1% | +4.4% |
| 3M | +21.2% | -32.0% | +53.2% | +29.5% |
| 6M | +30.6% | -52.2% | +82.8% | +46.9% |
| YTD | +173.3% | -45.3% | +218.6% | +197.7% |
| 1Y | +126.1% | -56.0% | +182.1% | +152.2% |
| All | +401.2% | +54.4% | +346.7% | +378.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling