+20.6%
AON vs BTDR
+23.3%
-2.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.5% |
| 7D | -7.9% | +14.8% | -22.7% | -7.8% |
| 30D | -14.6% | +41.8% | -56.5% | -14.4% |
| 3M | -7.9% | -29.2% | +21.3% | -7.8% |
| 6M | -8.0% | +66.2% | -74.2% | -7.8% |
| YTD | -13.2% | +10.0% | -23.2% | -13.1% |
| 1Y | -16.4% | -11.0% | -5.5% | -16.4% |
| 3Y | -6.7% | +6.9% | -13.6% | -6.0% |
| 5Y | +8.0% | +24.7% | -16.6% | +9.6% |
| All | +20.6% | +23.3% | -2.7% | +22.0% |
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