-11.0%
BA vs BTDR
-72.1%
+61.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.8% |
| 7D | 0.0% | -7.4% | +7.4% | +0.3% |
| 30D | -8.9% | -33.4% | +24.5% | -6.5% |
| 3M | -25.5% | -26.3% | +0.8% | -24.6% |
| 6M | -27.0% | -52.4% | +25.5% | -24.3% |
| YTD | -20.1% | -42.8% | +22.7% | -20.1% |
| 1Y | -11.0% | -63.7% | +52.7% | -10.8% |
| All | -11.0% | -72.1% | +61.1% | -10.8% |
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 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