+23.8%
BTDR vs ALLE
+22.9%
+0.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.4% |
| 7D | +20.0% | -0.2% | +20.2% | +20.1% |
| 30D | +11.9% | -6.8% | +18.7% | +16.3% |
| 3M | -36.9% | +21.0% | -58.0% | -43.2% |
| 6M | +56.5% | +1.1% | +55.4% | +54.8% |
| YTD | +10.4% | -0.5% | +11.0% | +9.9% |
| 1Y | +3.1% | -7.3% | +10.3% | +6.3% |
| 3Y | -2.6% | +42.3% | -44.9% | -15.4% |
| 5Y | +25.2% | +13.5% | +11.7% | +7.4% |
| All | +23.8% | +22.9% | +0.9% | +6.9% |
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