-29.7%
BTDR vs ALM
+360.8%
-390.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.2% | +9.4% | +9.6% |
| 7D | +7.7% | -7.2% | +14.8% | +9.2% |
| 30D | -24.1% | -26.4% | +2.3% | -20.3% |
| 3M | -19.1% | -38.6% | +19.5% | -12.8% |
| 6M | -46.6% | -61.0% | +14.4% | -40.0% |
| YTD | -37.3% | -7.4% | -29.9% | -33.0% |
| 1Y | -53.2% | +14.0% | -67.2% | -50.5% |
| 3Y | +77.1% | +844.4% | -767.4% | +93.6% |
| 5Y | -29.7% | +410.8% | -440.5% | -20.3% |
| All | -29.7% | +360.8% | -390.5% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling