-45.1%
BTDR vs ADVB
-97.5%
+52.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +4.2% | +9.1% | +13.3% |
| 7D | -10.4% | -13.9% | +3.6% | -10.6% |
| 30D | -42.2% | -68.1% | +26.0% | -44.0% |
| 3M | -42.8% | -73.4% | +30.6% | -44.6% |
| 6M | -60.2% | -70.8% | +10.6% | -60.9% |
| YTD | -46.3% | -66.1% | +19.8% | -47.0% |
| 1Y | -71.7% | -77.5% | +5.8% | -71.8% |
| All | -45.1% | -97.5% | +52.5% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling