+9.9%
BTDR vs ALC
-15.5%
+25.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +3.1% |
| 7D | +22.4% | -3.7% | +26.1% | +24.1% |
| 30D | +16.5% | -3.7% | +20.2% | +17.6% |
| 3M | -31.5% | +4.6% | -36.0% | -34.0% |
| 6M | +74.0% | -14.6% | +88.6% | +86.5% |
| YTD | +13.0% | -11.9% | +24.9% | +18.0% |
| 1Y | -0.2% | -13.1% | +12.9% | +4.3% |
| 3Y | +9.9% | -15.0% | +24.9% | -10.6% |
| All | +9.9% | -15.5% | +25.4% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling