-44.0%
BTDR vs ALLE
+50.6%
-94.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.0% | -9.7% | -9.1% |
| 7D | -6.9% | +3.6% | -10.5% | -8.3% |
| 30D | -31.5% | +25.9% | -57.4% | -39.1% |
| 3M | -36.1% | +15.8% | -51.8% | -40.7% |
| 6M | -57.6% | +48.1% | -105.7% | -65.5% |
| YTD | -50.0% | +22.0% | -72.0% | -55.3% |
| 1Y | -49.6% | +18.0% | -67.6% | -54.1% |
| 3Y | +48.5% | +93.1% | -44.5% | +15.7% |
| 5Y | -43.8% | +52.1% | -95.9% | -56.6% |
| All | -44.0% | +50.6% | -94.6% | -56.5% |
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