+18.4%
BTDR vs ACI
-45.1%
+63.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.5% |
| 7D | +14.8% | -5.0% | +19.9% | +15.3% |
| 30D | +41.8% | -2.3% | +44.1% | +41.9% |
| 3M | -29.2% | -23.2% | -6.0% | -25.8% |
| 6M | +66.2% | -29.5% | +95.6% | +77.1% |
| YTD | +10.0% | -28.6% | +38.6% | +16.0% |
| 1Y | -11.0% | -34.0% | +23.1% | -2.2% |
| All | +18.4% | -45.1% | +63.5% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling