+23.8%
BTDR vs ALLY
+0.7%
+23.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +20.0% | +3.7% | +16.3% | +18.1% |
| 30D | +11.9% | -2.3% | +14.2% | +13.2% |
| 3M | -36.9% | +3.8% | -40.8% | -37.7% |
| 6M | +56.5% | +9.7% | +46.8% | +51.4% |
| YTD | +10.4% | -1.4% | +11.8% | +11.5% |
| 1Y | +3.1% | +8.2% | -5.2% | +0.3% |
| 3Y | -2.6% | +66.5% | -69.1% | -13.5% |
| 5Y | +25.2% | +1.2% | +24.0% | +11.7% |
| All | +23.8% | +0.7% | +23.1% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling