-29.7%
BTDR vs ALLE
+49.9%
-79.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.8% | +8.8% | +9.3% |
| 7D | +7.7% | -0.8% | +8.5% | +8.4% |
| 30D | -24.1% | +27.4% | -51.4% | -32.9% |
| 3M | -19.1% | +13.8% | -33.0% | -24.4% |
| 6M | -46.6% | +45.5% | -92.1% | -56.1% |
| YTD | -37.3% | +21.4% | -58.7% | -43.7% |
| 1Y | -53.2% | +15.4% | -68.6% | -56.8% |
| 3Y | +77.1% | +91.7% | -14.6% | +38.3% |
| 5Y | -29.7% | +54.5% | -84.2% | -45.5% |
| All | -29.7% | +49.9% | -79.6% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling