+23.8%
BTDR vs ACM
+12.5%
+11.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.2% |
| 7D | +20.0% | -3.7% | +23.7% | +22.6% |
| 30D | +11.9% | -11.1% | +23.0% | +19.1% |
| 3M | -36.9% | -8.0% | -28.9% | -34.7% |
| 6M | +56.5% | -29.7% | +86.2% | +92.4% |
| YTD | +10.4% | -29.4% | +39.8% | +34.4% |
| 1Y | +3.1% | -46.4% | +49.5% | +50.2% |
| 3Y | -2.6% | -22.3% | +19.8% | +16.4% |
| 5Y | +25.2% | +4.5% | +20.7% | +48.6% |
| All | +23.8% | +12.5% | +11.3% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling