-35.9%
BTDR vs ALLE
+48.7%
-84.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -7.4% | +0.1% | -7.4% | -7.1% |
| 30D | -33.4% | +25.9% | -59.4% | -40.8% |
| 3M | -26.3% | +14.9% | -41.2% | -31.5% |
| 6M | -52.4% | +42.1% | -94.5% | -60.5% |
| YTD | -42.8% | +20.4% | -63.2% | -48.5% |
| 1Y | -63.7% | +14.9% | -78.5% | -66.4% |
| 3Y | +61.5% | +90.1% | -28.6% | +26.5% |
| 5Y | -35.6% | +53.0% | -88.6% | -49.9% |
| All | -35.9% | +48.7% | -84.6% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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