+19.6%
BTDR vs AME
+82.0%
-62.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.5% | +1.3% |
| 7D | -3.4% | +1.7% | -5.1% | -4.6% |
| 30D | +32.6% | -6.4% | +39.0% | +39.3% |
| 3M | -32.2% | +7.1% | -39.3% | -35.4% |
| 6M | +52.4% | +8.2% | +44.2% | +45.8% |
| YTD | +6.7% | +18.2% | -11.5% | -3.5% |
| 1Y | -15.2% | +26.7% | -42.0% | -27.0% |
| 3Y | +14.9% | +60.7% | -45.8% | -8.5% |
| 5Y | +20.8% | +91.6% | -70.8% | -4.1% |
| All | +19.6% | +82.0% | -62.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling