-35.9%
BTDR vs APD
+23.5%
-59.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -7.4% | -0.2% | -7.1% | -7.2% |
| 30D | -33.4% | +11.0% | -44.5% | -35.2% |
| 3M | -26.3% | +2.0% | -28.3% | -26.8% |
| 6M | -52.4% | +7.1% | -59.5% | -53.6% |
| YTD | -42.8% | +29.8% | -72.6% | -47.6% |
| 1Y | -63.7% | +24.0% | -87.7% | -66.4% |
| 3Y | +61.5% | +27.2% | +34.3% | +53.2% |
| 5Y | -35.6% | +12.8% | -48.4% | -39.5% |
| All | -35.9% | +23.5% | -59.4% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling