-33.9%
BTDR vs ALLE
+49.5%
-83.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +8.6% |
| 7D | +7.1% | -0.6% | +7.8% | +7.6% |
| 30D | -31.4% | +26.6% | -58.0% | -39.2% |
| 3M | -39.2% | +13.2% | -52.4% | -43.0% |
| 6M | -50.9% | +42.9% | -93.8% | -59.3% |
| YTD | -41.0% | +21.0% | -62.1% | -47.0% |
| 1Y | -69.9% | +15.2% | -85.1% | -72.2% |
| 3Y | +87.3% | +95.6% | -8.3% | +46.1% |
| 5Y | -33.6% | +53.4% | -87.1% | -48.5% |
| All | -33.9% | +49.5% | -83.4% | -48.5% |
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