-43.9%
BTDR vs ACI
-42.9%
-1.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.9% | -8.6% |
| 7D | -6.9% | +2.3% | -9.2% | -6.9% |
| 30D | -31.5% | +1.2% | -32.8% | -31.6% |
| 3M | -36.1% | +6.8% | -42.9% | -36.4% |
| 6M | -57.6% | -18.7% | -38.9% | -56.5% |
| YTD | -50.0% | -20.2% | -29.8% | -48.8% |
| 1Y | -49.6% | -23.7% | -25.9% | -47.8% |
| 3Y | +48.5% | -31.6% | +80.2% | +56.5% |
| All | -43.9% | -42.9% | -1.0% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling