+23.8%
BTDR vs ALK
-29.8%
+53.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.1% |
| 7D | +20.0% | -0.7% | +20.6% | +20.3% |
| 30D | +11.9% | -19.2% | +31.2% | +25.5% |
| 3M | -36.9% | -1.5% | -35.4% | -35.9% |
| 6M | +56.5% | -13.1% | +69.6% | +67.9% |
| YTD | +10.4% | -16.4% | +26.9% | +21.5% |
| 1Y | +3.1% | -33.1% | +36.1% | +24.2% |
| 3Y | -2.6% | +0.6% | -3.2% | -0.5% |
| 5Y | +25.2% | -26.4% | +51.6% | +27.5% |
| All | +23.8% | -29.8% | +53.6% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling