-44.0%
BTDR vs APD
+25.2%
-69.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.8% | -8.7% |
| 7D | -6.9% | +3.8% | -10.7% | -7.7% |
| 30D | -31.5% | +8.2% | -39.7% | -32.9% |
| 3M | -36.1% | +4.3% | -40.4% | -36.8% |
| 6M | -57.6% | +4.7% | -62.3% | -58.4% |
| YTD | -50.0% | +31.5% | -81.6% | -54.4% |
| 1Y | -49.6% | +23.5% | -73.1% | -53.2% |
| 3Y | +48.5% | +29.1% | +19.4% | +40.4% |
| 5Y | -43.8% | +15.9% | -59.7% | -47.3% |
| All | -44.0% | +25.2% | -69.2% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling