-69.4%
BTDR vs ACI
-18.4%
-51.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.2% | -4.2% |
| 7D | -17.6% | +4.5% | -22.0% | -15.7% |
| 30D | -40.3% | +20.9% | -61.1% | -36.0% |
| 3M | -42.6% | +15.2% | -57.9% | -39.2% |
| 6M | -46.3% | -13.3% | -33.0% | -44.3% |
| YTD | -41.7% | -16.2% | -25.6% | -41.5% |
| 1Y | -69.4% | -16.9% | -52.5% | -69.6% |
| All | -69.4% | -18.4% | -51.0% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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