+24.7%
BTDR vs ALK
-28.1%
+52.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.2% |
| 7D | +14.8% | -3.0% | +17.8% | +16.6% |
| 30D | +41.8% | -14.6% | +56.4% | +53.3% |
| 3M | -29.2% | -10.6% | -18.6% | -24.1% |
| 6M | +66.2% | -6.7% | +72.9% | +73.1% |
| YTD | +10.0% | -19.8% | +29.8% | +23.8% |
| 1Y | -11.0% | -35.2% | +24.2% | +9.5% |
| 3Y | +6.9% | +1.4% | +5.6% | +11.5% |
| 5Y | +24.7% | -30.7% | +55.3% | +29.7% |
| All | +24.7% | -28.1% | +52.8% | +29.7% |
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