-62.5%
BTDR vs ACGL
+21.8%
-84.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +11.0% |
| 7D | +7.1% | -1.1% | +8.2% | +6.2% |
| 30D | -31.4% | +13.1% | -44.5% | -18.1% |
| 3M | -39.2% | +9.8% | -49.0% | -30.2% |
| 6M | -50.9% | +15.3% | -66.2% | -38.9% |
| YTD | -41.0% | +12.7% | -53.8% | -27.8% |
| All | -62.5% | +21.8% | -84.3% | -49.6% |
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