+48.5%
BTDR vs ACGL
+33.8%
+14.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.3% | -9.0% | -8.5% |
| 7D | -6.9% | +2.2% | -9.1% | -6.2% |
| 30D | -31.5% | +12.3% | -43.8% | -28.9% |
| 3M | -36.1% | +11.8% | -47.9% | -33.6% |
| 6M | -57.6% | +17.5% | -75.1% | -55.6% |
| YTD | -50.0% | +14.3% | -64.3% | -47.9% |
| 1Y | -49.6% | +18.2% | -67.8% | -47.5% |
| 3Y | +48.5% | +33.2% | +15.4% | +137.3% |
| All | +48.5% | +33.8% | +14.8% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling