+24.7%
BTDR vs ACI
-43.7%
+68.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.5% |
| 7D | +14.8% | -5.0% | +19.9% | +15.2% |
| 30D | +41.8% | -2.3% | +44.1% | +41.9% |
| 3M | -29.2% | -23.2% | -6.0% | -27.4% |
| 6M | +66.2% | -29.5% | +95.6% | +71.7% |
| YTD | +10.0% | -28.6% | +38.6% | +13.3% |
| 1Y | -11.0% | -34.0% | +23.1% | -7.1% |
| 3Y | +6.9% | -45.0% | +51.9% | +13.4% |
| 5Y | +24.7% | -44.0% | +68.7% | +31.6% |
| All | +24.7% | -43.7% | +68.4% | +31.6% |
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