-15.5%
BTDR vs ALM
+279.2%
-294.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.6% | +3.1% | -2.9% |
| 7D | -3.2% | -7.1% | +3.9% | -0.6% |
| 30D | +32.7% | +24.7% | +8.0% | +23.2% |
| 3M | -28.4% | +8.3% | -36.7% | -31.0% |
| 6M | +51.7% | -22.2% | +73.9% | +55.6% |
| YTD | +2.9% | +88.1% | -85.2% | -8.9% |
| 1Y | -15.5% | +272.4% | -287.8% | +4.6% |
| All | -15.5% | +279.2% | -294.6% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling