+18.4%
BTDR vs AME
+55.9%
-37.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.9% |
| 7D | +14.8% | +1.3% | +13.5% | +13.0% |
| 30D | +41.8% | -6.6% | +48.4% | +54.0% |
| 3M | -29.2% | +3.0% | -32.1% | -31.6% |
| 6M | +66.2% | +5.3% | +60.9% | +57.4% |
| YTD | +10.0% | +15.4% | -5.4% | -7.1% |
| 1Y | -11.0% | +26.8% | -37.8% | -34.2% |
| All | +18.4% | +55.9% | -37.5% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling