-29.7%
BTDR vs APD
+24.7%
-54.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.7% | +9.4% |
| 7D | +7.7% | -1.2% | +8.8% | +8.1% |
| 30D | -24.1% | +11.0% | -35.1% | -26.1% |
| 3M | -19.1% | +2.6% | -21.7% | -19.7% |
| 6M | -46.6% | +4.8% | -51.5% | -47.6% |
| YTD | -37.3% | +31.0% | -68.3% | -42.7% |
| 1Y | -53.2% | +23.4% | -76.6% | -56.5% |
| 3Y | +77.1% | +28.4% | +48.7% | +67.6% |
| 5Y | -29.7% | +15.2% | -44.9% | -34.0% |
| All | -29.7% | +24.7% | -54.4% | -34.0% |
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