-69.4%
BTDR vs ALC
+4.2%
-73.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.8% | -12.5% | -2.1% |
| 7D | -17.6% | +10.7% | -28.3% | -12.8% |
| 30D | -40.3% | +20.2% | -60.4% | -34.3% |
| 3M | -42.6% | +8.9% | -51.5% | -39.4% |
| 6M | -46.3% | +5.7% | -52.0% | -43.6% |
| YTD | -41.7% | -1.4% | -40.3% | -38.1% |
| 1Y | -69.4% | +4.7% | -74.1% | -66.1% |
| All | -69.4% | +4.2% | -73.6% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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