+23.8%
BTDR vs ACI
-5.7%
+29.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.0% |
| 7D | +20.0% | +0.2% | +19.8% | +19.9% |
| 30D | +11.9% | +5.9% | +6.0% | +11.5% |
| 3M | -36.9% | -19.8% | -17.2% | -35.7% |
| 6M | +56.5% | -24.7% | +81.3% | +60.1% |
| YTD | +10.4% | -24.4% | +34.8% | +12.9% |
| 1Y | +3.1% | -31.5% | +34.6% | +6.8% |
| 3Y | -2.6% | -38.7% | +36.1% | +1.8% |
| 5Y | +25.2% | -42.8% | +68.0% | +30.5% |
| All | +23.8% | -5.7% | +29.5% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling