+16.5%
BTDR vs AME
+82.6%
-66.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -5.8% |
| 7D | -3.2% | 0.0% | -3.2% | -3.1% |
| 30D | +32.7% | -8.6% | +41.3% | +42.0% |
| 3M | -28.4% | +5.8% | -34.2% | -31.0% |
| 6M | +51.7% | +3.8% | +47.9% | +49.5% |
| YTD | +2.9% | +14.4% | -11.6% | -4.8% |
| 1Y | -15.5% | +25.8% | -41.2% | -26.7% |
| 3Y | 0.0% | +55.2% | -55.2% | -18.7% |
| 5Y | +16.5% | +85.5% | -69.1% | -5.6% |
| All | +16.5% | +82.6% | -66.2% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling