+23.3%
BTDR vs ALLE
+18.6%
+4.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.3% |
| 7D | +14.8% | -2.2% | +17.0% | +16.1% |
| 30D | +41.8% | -8.3% | +50.1% | +48.2% |
| 3M | -29.2% | +16.3% | -45.4% | -34.8% |
| 6M | +66.2% | +1.8% | +64.4% | +63.8% |
| YTD | +10.0% | -3.9% | +13.9% | +11.4% |
| 1Y | -11.0% | -10.0% | -1.0% | -6.7% |
| 3Y | +6.9% | +45.8% | -38.9% | -5.6% |
| 5Y | +24.7% | +13.3% | +11.4% | +8.9% |
| All | +23.3% | +18.6% | +4.7% | +8.4% |
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