-12.3%
BA vs BTDR
-60.5%
+48.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.8% | +11.1% | -0.8% |
| 7D | -0.6% | +15.4% | -16.0% | -1.7% |
| 30D | -8.0% | -33.4% | +25.4% | -5.6% |
| 3M | -25.8% | -32.0% | +6.2% | -24.4% |
| 6M | -27.6% | -52.2% | +24.6% | -25.0% |
| YTD | -21.0% | -45.3% | +24.3% | -20.8% |
| 1Y | -12.3% | -56.0% | +43.8% | -12.1% |
| All | -12.3% | -60.5% | +48.2% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling