+23.8%
BTDR vs ABCL
-23.5%
+47.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.2% | +4.3% |
| 7D | +20.0% | +0.7% | +19.3% | +19.8% |
| 30D | +11.9% | +93.1% | -81.1% | -10.9% |
| 3M | -36.9% | +79.4% | -116.4% | -49.4% |
| 6M | +56.5% | +214.9% | -158.4% | +5.3% |
| YTD | +10.4% | +234.2% | -223.8% | -28.6% |
| 1Y | +3.1% | +174.8% | -171.7% | -29.1% |
| 3Y | -2.6% | +104.5% | -107.1% | -35.9% |
| 5Y | +25.2% | -39.0% | +64.2% | -15.5% |
| All | +23.8% | -23.5% | +47.3% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling