-33.9%
BTDR vs ABCL
-16.4%
-17.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.2% | +4.7% | +8.4% |
| 7D | +7.1% | +12.4% | -5.3% | +4.5% |
| 30D | -31.4% | -0.4% | -31.0% | -30.5% |
| 3M | -39.2% | +80.4% | -119.6% | -50.0% |
| 6M | -50.9% | +138.5% | -189.5% | -63.9% |
| YTD | -41.0% | +265.5% | -306.5% | -62.5% |
| 1Y | -69.9% | +219.7% | -289.6% | -80.1% |
| 3Y | +87.3% | +209.4% | -122.2% | +18.5% |
| 5Y | -33.6% | -15.0% | -18.6% | -56.2% |
| All | -33.9% | -16.4% | -17.5% | -56.5% |
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