-39.9%
BTDR vs ALLE
+45.5%
-85.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.9% | +14.2% | +13.7% |
| 7D | -10.4% | -0.6% | -9.8% | -10.1% |
| 30D | -42.2% | +25.3% | -67.5% | -48.6% |
| 3M | -42.8% | +10.3% | -53.1% | -45.7% |
| 6M | -60.2% | +38.0% | -98.2% | -66.5% |
| YTD | -46.3% | +17.8% | -64.1% | -51.2% |
| 1Y | -71.7% | +13.6% | -85.3% | -73.7% |
| 3Y | +54.6% | +89.2% | -34.6% | +22.1% |
| 5Y | -39.5% | +51.1% | -90.6% | -52.6% |
| All | -39.9% | +45.5% | -85.3% | -52.6% |
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