-38.7%
BTDR vs ABCL
-22.3%
-16.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.8% | -10.0% | -12.0% |
| 7D | +15.4% | +4.4% | +11.0% | +14.3% |
| 30D | -33.4% | -7.9% | -25.6% | -31.1% |
| 3M | -32.0% | +12.2% | -44.3% | -33.8% |
| 6M | -52.2% | +134.7% | -187.0% | -64.8% |
| YTD | -45.3% | +239.8% | -285.1% | -64.5% |
| 1Y | -56.0% | +192.7% | -248.7% | -70.0% |
| 3Y | +54.4% | +187.6% | -133.2% | -0.3% |
| 5Y | -38.5% | -22.6% | -15.9% | -58.5% |
| All | -38.7% | -22.3% | -16.4% | -58.8% |
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