+48.5%
BTDR vs ABCL
+185.8%
-137.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.1% | -7.5% | -8.2% |
| 7D | -6.9% | -3.3% | -3.6% | -5.5% |
| 30D | -31.5% | -7.1% | -24.4% | -28.3% |
| 3M | -36.1% | +4.7% | -40.8% | -37.0% |
| 6M | -57.6% | +140.9% | -198.5% | -74.5% |
| YTD | -50.0% | +236.0% | -286.0% | -75.7% |
| 1Y | -49.6% | +217.4% | -267.0% | -74.8% |
| 3Y | +48.5% | +188.7% | -140.2% | -36.3% |
| All | +48.5% | +185.8% | -137.3% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling