-44.0%
BTDR vs ACM
+19.8%
-63.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.6% | -9.2% | -9.0% |
| 7D | -6.9% | +5.6% | -12.5% | -9.7% |
| 30D | -31.5% | +20.8% | -52.4% | -38.5% |
| 3M | -36.1% | +11.4% | -47.5% | -40.5% |
| 6M | -57.6% | +0.9% | -58.6% | -58.6% |
| YTD | -50.0% | -24.8% | -25.2% | -41.4% |
| 1Y | -49.6% | -46.4% | -3.2% | -26.1% |
| 3Y | +48.5% | -9.2% | +57.8% | +69.1% |
| 5Y | -43.8% | +5.0% | -48.8% | -35.7% |
| All | -44.0% | +19.8% | -63.8% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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