-39.6%
BTDR vs ADVB
-97.4%
+57.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +9.9% |
| 7D | +7.1% | -1.2% | +8.3% | +7.1% |
| 30D | -31.4% | -61.4% | +30.0% | -33.1% |
| 3M | -39.2% | -67.8% | +28.6% | -41.0% |
| 6M | -50.9% | -66.9% | +16.0% | -51.8% |
| YTD | -41.0% | -64.9% | +23.9% | -41.7% |
| 1Y | -69.9% | -74.8% | +4.8% | -70.1% |
| All | -39.6% | -97.4% | +57.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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