-39.9%
BTDR vs AMC
-99.2%
+59.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.9% | +11.3% | +13.1% |
| 7D | -10.4% | +2.6% | -13.0% | -10.4% |
| 30D | -42.2% | +9.0% | -51.2% | -42.5% |
| 3M | -42.8% | +22.2% | -65.0% | -44.0% |
| 6M | -60.2% | +91.5% | -151.6% | -63.4% |
| YTD | -46.3% | +101.3% | -147.6% | -51.2% |
| 1Y | -71.7% | +20.8% | -92.4% | -73.0% |
| 3Y | +54.6% | -71.3% | +126.0% | +54.6% |
| 5Y | -39.5% | -99.2% | +59.7% | -38.2% |
| All | -39.9% | -99.2% | +59.3% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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