+24.7%
BTDR vs ALM
+958.0%
-933.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.1% |
| 7D | +14.8% | +3.6% | +11.2% | +14.2% |
| 30D | +41.8% | +33.8% | +8.0% | +36.8% |
| 3M | -29.2% | +14.8% | -44.0% | -30.6% |
| 6M | +66.2% | -7.0% | +73.1% | +65.2% |
| YTD | +10.0% | +108.1% | -98.1% | +4.9% |
| 1Y | -11.0% | +313.8% | -324.7% | -17.3% |
| 3Y | +6.9% | +2,227.6% | -2,220.7% | +8.4% |
| 5Y | +24.7% | +956.6% | -932.0% | +26.3% |
| All | +24.7% | +958.0% | -933.3% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling