+24.7%
BTDR vs ALC
-17.4%
+42.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | +14.8% | -5.3% | +20.1% | +16.2% |
| 30D | +41.8% | -7.1% | +48.9% | +44.1% |
| 3M | -29.2% | +0.8% | -30.0% | -29.9% |
| 6M | +66.2% | -16.0% | +82.2% | +73.4% |
| YTD | +10.0% | -12.7% | +22.7% | +13.1% |
| 1Y | -11.0% | -12.8% | +1.9% | -8.8% |
| 3Y | +6.9% | -15.8% | +22.8% | +10.1% |
| 5Y | +24.7% | -16.7% | +41.3% | +27.7% |
| All | +24.7% | -17.4% | +42.1% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling