-39.6%
BTDR vs ALK
-34.8%
-4.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.6% | +12.7% | +12.9% |
| 7D | -10.4% | +9.0% | -19.4% | -15.4% |
| 30D | -42.2% | -1.6% | -40.5% | -42.2% |
| 3M | -42.8% | -23.2% | -19.6% | -34.4% |
| 6M | -60.2% | -3.9% | -56.3% | -59.4% |
| YTD | -46.3% | -22.6% | -23.8% | -38.7% |
| 1Y | -71.7% | -5.3% | -66.3% | -70.7% |
| 3Y | +54.6% | +18.6% | +36.1% | +61.9% |
| All | -39.6% | -34.8% | -4.9% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling