-48.9%
BTDR vs ADVB
-96.8%
+48.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -23.6% | +14.9% | -9.0% |
| 7D | -6.9% | +27.8% | -34.7% | -6.2% |
| 30D | -31.5% | -50.8% | +19.2% | -32.7% |
| 3M | -36.1% | -70.5% | +34.4% | -38.1% |
| 6M | -57.6% | -46.7% | -10.9% | -58.1% |
| YTD | -50.0% | -56.7% | +6.6% | -50.3% |
| 1Y | -49.6% | -71.8% | +22.2% | -49.4% |
| All | -48.9% | -96.8% | +48.0% | -26.0% |
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