-69.4%
BTDR vs APD
+36.4%
-105.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -5.0% |
| 7D | -17.6% | +3.8% | -21.3% | -16.5% |
| 30D | -40.3% | +14.1% | -54.4% | -37.9% |
| 3M | -42.6% | +8.2% | -50.8% | -41.3% |
| 6M | -46.3% | +7.5% | -53.8% | -45.3% |
| YTD | -41.7% | +31.7% | -73.4% | -37.5% |
| 1Y | -69.4% | +35.1% | -104.5% | -66.9% |
| All | -69.4% | +36.4% | -105.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling