+26.7%
BTDR vs ABCL
-23.5%
+50.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | +22.4% | +1.4% | +21.0% | +22.0% |
| 30D | +16.5% | +65.1% | -48.6% | -2.4% |
| 3M | -31.5% | +111.1% | -142.5% | -47.7% |
| 6M | +74.0% | +231.6% | -157.6% | +15.3% |
| YTD | +13.0% | +234.5% | -221.5% | -26.9% |
| 1Y | -0.2% | +174.3% | -174.6% | -31.4% |
| 3Y | +9.9% | +111.5% | -101.6% | -27.9% |
| 5Y | +28.1% | -37.3% | +65.4% | -13.7% |
| All | +26.7% | -23.5% | +50.2% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling