-38.7%
BTDR vs ACGL
+197.1%
-235.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.1% | -12.9% | -12.8% |
| 7D | +15.4% | -1.2% | +16.6% | +15.3% |
| 30D | -33.4% | +12.8% | -46.2% | -32.1% |
| 3M | -32.0% | +12.3% | -44.3% | -30.7% |
| 6M | -52.2% | +15.8% | -68.1% | -51.1% |
| YTD | -45.3% | +13.9% | -59.2% | -44.1% |
| 1Y | -56.0% | +19.0% | -75.0% | -55.1% |
| 3Y | +54.4% | +33.7% | +20.7% | +64.7% |
| 5Y | -38.5% | +173.4% | -211.9% | -33.7% |
| All | -38.7% | +197.1% | -235.8% | -32.8% |
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