+9.9%
BTDR vs ALM
+2,327.9%
-2,318.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.8% | -6.5% | +0.7% |
| 7D | +22.4% | +8.4% | +14.0% | +20.5% |
| 30D | +16.5% | +34.8% | -18.4% | +10.7% |
| 3M | -31.5% | +16.2% | -47.7% | -33.6% |
| 6M | +74.0% | +2.1% | +71.9% | +70.6% |
| YTD | +13.0% | +117.0% | -104.0% | +3.6% |
| 1Y | -0.2% | +313.9% | -314.1% | -13.1% |
| 3Y | +9.9% | +2,327.9% | -2,318.0% | +6.3% |
| All | +9.9% | +2,327.9% | -2,318.0% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling