+19.6%
BTDR vs ACI
-9.2%
+28.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +3.6% |
| 7D | -3.4% | -3.7% | +0.4% | -3.2% |
| 30D | +32.6% | +0.6% | +32.0% | +32.4% |
| 3M | -32.2% | -20.3% | -11.9% | -31.0% |
| 6M | +52.4% | -24.7% | +77.0% | +55.3% |
| YTD | +6.7% | -27.2% | +33.9% | +9.3% |
| 1Y | -15.2% | -32.7% | +17.5% | -12.3% |
| 3Y | +14.9% | -43.9% | +58.8% | +20.4% |
| 5Y | +20.8% | -38.9% | +59.7% | +26.6% |
| All | +19.6% | -9.2% | +28.8% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling