+15.3%
BTDR vs ACM
+6.3%
+9.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.8% | -4.7% | -5.5% |
| 7D | -3.2% | -5.9% | +2.7% | +0.3% |
| 30D | +32.7% | -6.2% | +38.9% | +36.0% |
| 3M | -28.4% | -7.9% | -20.5% | -26.3% |
| 6M | +51.7% | -30.6% | +82.3% | +87.7% |
| YTD | +2.9% | -33.3% | +36.1% | +29.5% |
| 1Y | -15.5% | -49.2% | +33.7% | +27.2% |
| 3Y | 0.0% | -23.5% | +23.5% | +23.1% |
| 5Y | +16.5% | +0.9% | +15.5% | +43.1% |
| All | +15.3% | +6.3% | +9.0% | +42.3% |
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