-46.6%
BTDR vs ALLE
+43.6%
-90.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.8% | +8.8% | +9.5% |
| 7D | +7.7% | -0.8% | +8.5% | +7.8% |
| 30D | -24.1% | +27.4% | -51.4% | -27.4% |
| 3M | -19.1% | +13.8% | -33.0% | -19.2% |
| 6M | -46.6% | +45.5% | -92.1% | -52.3% |
| All | -46.6% | +43.6% | -90.2% | -52.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling