-33.9%
BTDR vs ACGL
+194.0%
-227.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +10.0% |
| 7D | +7.1% | -1.1% | +8.2% | +7.0% |
| 30D | -31.4% | +13.1% | -44.5% | -30.0% |
| 3M | -39.2% | +9.8% | -49.0% | -38.2% |
| 6M | -50.9% | +15.3% | -66.2% | -49.9% |
| YTD | -41.0% | +12.7% | -53.8% | -39.9% |
| 1Y | -69.9% | +20.7% | -90.7% | -69.4% |
| 3Y | +87.3% | +34.3% | +53.0% | +99.4% |
| 5Y | -33.6% | +170.6% | -204.2% | -28.5% |
| All | -33.9% | +194.0% | -227.9% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling