-38.7%
BTDR vs ALC
+3.4%
-42.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.9% | -11.9% | -12.7% |
| 7D | +15.4% | -6.2% | +21.6% | +16.6% |
| 30D | -33.4% | +14.0% | -47.5% | -35.5% |
| 3M | -32.0% | -2.4% | -29.7% | -32.0% |
| 6M | -52.2% | +12.6% | -64.8% | -54.3% |
| YTD | -45.3% | -8.4% | -36.9% | -44.7% |
| 1Y | -56.0% | -9.1% | -46.9% | -55.4% |
| 3Y | +54.4% | -0.3% | +54.7% | +56.4% |
| 5Y | -38.5% | -9.9% | -28.6% | -37.8% |
| All | -38.7% | +3.4% | -42.1% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling