-53.2%
BTDR vs APD
+24.7%
-77.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.7% | +9.9% |
| 7D | +7.7% | -1.2% | +8.8% | +7.2% |
| 30D | -24.1% | +11.0% | -35.1% | -22.1% |
| 3M | -19.1% | +2.6% | -21.7% | -18.3% |
| 6M | -46.6% | +4.8% | -51.5% | -46.1% |
| YTD | -37.3% | +31.0% | -68.3% | -34.2% |
| 1Y | -53.2% | +23.4% | -76.6% | -51.8% |
| All | -53.2% | +24.7% | -77.9% | -51.8% |
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