+19.6%
BTDR vs ALM
+774.8%
-755.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.5% | +10.2% | +4.6% |
| 7D | -3.4% | -11.8% | +8.4% | -1.8% |
| 30D | +32.6% | +7.8% | +24.8% | +31.6% |
| 3M | -32.2% | -9.3% | -23.0% | -31.7% |
| 6M | +52.4% | -30.5% | +82.8% | +56.0% |
| YTD | +6.7% | +75.8% | -69.1% | +4.1% |
| 1Y | -15.2% | +241.2% | -256.4% | -19.4% |
| 3Y | +14.9% | +1,872.6% | -1,857.7% | +19.1% |
| 5Y | +20.8% | +849.6% | -828.8% | +24.8% |
| All | +19.6% | +774.8% | -755.2% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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