-35.9%
BTDR vs ALLY
-12.5%
-23.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.0% |
| 7D | -7.4% | -0.7% | -6.7% | -7.1% |
| 30D | -33.4% | +1.1% | -34.6% | -33.9% |
| 3M | -26.3% | -13.2% | -13.1% | -21.5% |
| 6M | -52.4% | -13.5% | -38.9% | -49.2% |
| YTD | -42.8% | -14.3% | -28.5% | -38.6% |
| 1Y | -63.7% | -1.1% | -62.5% | -63.2% |
| 3Y | +61.5% | +62.0% | -0.5% | +53.4% |
| 5Y | -35.6% | -9.6% | -26.0% | -38.9% |
| All | -35.9% | -12.5% | -23.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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