-39.9%
BTDR vs ALK
-35.0%
-4.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.6% | +12.7% | +13.0% |
| 7D | -10.4% | +9.0% | -19.4% | -15.2% |
| 30D | -42.2% | -1.6% | -40.5% | -42.1% |
| 3M | -42.8% | -23.2% | -19.6% | -34.7% |
| 6M | -60.2% | -3.9% | -56.3% | -59.4% |
| YTD | -46.3% | -22.6% | -23.8% | -38.9% |
| 1Y | -71.7% | -5.3% | -66.3% | -70.7% |
| 3Y | +54.6% | +18.6% | +36.1% | +62.6% |
| 5Y | -39.5% | -34.4% | -5.2% | -36.3% |
| All | -39.9% | -35.0% | -4.9% | -36.7% |
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 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