+23.3%
BTDR vs AMCR
-3.5%
+26.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.6% |
| 7D | +14.8% | -6.3% | +21.1% | +17.7% |
| 30D | +41.8% | -7.1% | +48.9% | +45.9% |
| 3M | -29.2% | +12.7% | -41.8% | -33.0% |
| 6M | +66.2% | +5.2% | +61.0% | +61.3% |
| YTD | +10.0% | +8.1% | +1.9% | +5.8% |
| 1Y | -11.0% | +11.7% | -22.7% | -15.5% |
| 3Y | +6.9% | +9.9% | -3.0% | +3.1% |
| 5Y | +24.7% | -8.7% | +33.3% | +21.6% |
| All | +23.3% | -3.5% | +26.8% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling