+3.1%
BTDR vs ACGL
+4.8%
-1.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.7% | +1.7% |
| 7D | +20.0% | -0.7% | +20.7% | +18.7% |
| 30D | +11.9% | -1.0% | +12.9% | +10.7% |
| 3M | -36.9% | +11.0% | -48.0% | -27.5% |
| 6M | +56.5% | -0.3% | +56.8% | +57.7% |
| YTD | +10.4% | +2.3% | +8.2% | +18.0% |
| 1Y | +3.1% | +6.4% | -3.3% | +19.5% |
| All | +3.1% | +4.8% | -1.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling