-44.0%
BTDR vs ALK
-35.8%
-8.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.5% | -7.2% | -7.9% |
| 7D | -6.9% | -1.2% | -5.7% | -5.9% |
| 30D | -31.5% | +7.7% | -39.2% | -34.7% |
| 3M | -36.1% | -19.0% | -17.1% | -29.0% |
| 6M | -57.6% | -0.2% | -57.4% | -57.4% |
| YTD | -50.0% | -23.5% | -26.5% | -42.5% |
| 1Y | -49.6% | -9.1% | -40.5% | -46.8% |
| 3Y | +48.5% | +12.0% | +36.5% | +58.1% |
| 5Y | -43.8% | -30.9% | -13.0% | -40.2% |
| All | -44.0% | -35.8% | -8.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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