-44.0%
BTDR vs ALC
+6.7%
-50.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +3.2% | -11.8% | -9.2% |
| 7D | -6.9% | -1.1% | -5.8% | -6.8% |
| 30D | -31.5% | +16.0% | -47.6% | -33.9% |
| 3M | -36.1% | +0.8% | -36.9% | -36.4% |
| 6M | -57.6% | +16.8% | -74.5% | -59.8% |
| YTD | -50.0% | -5.5% | -44.6% | -49.7% |
| 1Y | -49.6% | -5.3% | -44.3% | -49.4% |
| 3Y | +48.5% | +4.1% | +44.5% | +49.6% |
| 5Y | -43.8% | -7.1% | -36.8% | -43.5% |
| All | -44.0% | +6.7% | -50.7% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling