-69.4%
BTDR vs ABCL
+138.2%
-207.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.5% | -5.8% |
| 7D | -17.6% | -10.0% | -7.6% | -15.4% |
| 30D | -40.3% | -10.9% | -29.4% | -38.6% |
| 3M | -42.6% | +101.6% | -144.3% | -52.3% |
| 6M | -46.3% | +167.5% | -213.8% | -62.0% |
| YTD | -41.7% | +259.1% | -300.8% | -65.6% |
| 1Y | -69.4% | +152.2% | -221.6% | -80.3% |
| All | -69.4% | +138.2% | -207.6% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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