-11.0%
BTDR vs ACM
-48.7%
+37.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.5% |
| 7D | +14.8% | -3.7% | +18.5% | +16.5% |
| 30D | +41.8% | -12.7% | +54.5% | +49.6% |
| 3M | -29.2% | -9.8% | -19.4% | -26.3% |
| 6M | +66.2% | -31.4% | +97.6% | +100.9% |
| YTD | +10.0% | -32.1% | +42.1% | +34.6% |
| 1Y | -11.0% | -47.8% | +36.8% | +30.3% |
| All | -11.0% | -48.7% | +37.7% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling