-33.9%
BTDR vs ALLY
-10.5%
-23.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +8.9% | +9.5% |
| 7D | +7.1% | -0.2% | +7.3% | +7.1% |
| 30D | -31.4% | +3.4% | -34.8% | -32.5% |
| 3M | -39.2% | -11.1% | -28.2% | -36.1% |
| 6M | -50.9% | -11.5% | -39.4% | -48.1% |
| YTD | -41.0% | -12.3% | -28.7% | -37.3% |
| 1Y | -69.9% | +1.1% | -71.0% | -69.9% |
| 3Y | +87.3% | +64.8% | +22.5% | +76.1% |
| 5Y | -33.6% | -6.9% | -26.8% | -37.7% |
| All | -33.9% | -10.5% | -23.4% | -37.7% |
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