+23.8%
BTDR vs ALM
+892.2%
-868.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.5% | +4.1% |
| 7D | +20.0% | -2.6% | +22.6% | +20.4% |
| 30D | +11.9% | +32.0% | -20.1% | +8.4% |
| 3M | -36.9% | -15.0% | -21.9% | -36.3% |
| 6M | +56.5% | -10.1% | +66.6% | +56.4% |
| YTD | +10.4% | +99.4% | -89.0% | +6.0% |
| 1Y | +3.1% | +316.4% | -313.3% | -3.8% |
| 3Y | -2.6% | +2,022.0% | -2,024.6% | -0.9% |
| 5Y | +25.2% | +941.2% | -916.0% | +27.1% |
| All | +23.8% | +892.2% | -868.4% | +25.5% |
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