+14.9%
BTDR vs AMCR
+6.5%
+8.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.7% |
| 7D | -3.4% | -6.3% | +2.9% | +0.4% |
| 30D | +32.6% | -7.8% | +40.4% | +39.0% |
| 3M | -32.2% | +7.5% | -39.8% | -36.2% |
| 6M | +52.4% | +2.7% | +49.7% | +47.2% |
| YTD | +6.7% | +6.0% | +0.7% | +1.0% |
| 1Y | -15.2% | +7.8% | -23.0% | -21.0% |
| 3Y | +14.9% | +5.8% | +9.1% | -3.5% |
| All | +14.9% | +6.5% | +8.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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