+23.3%
BTDR vs AR
+179.4%
-156.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +14.8% | -1.2% | +16.0% | +14.9% |
| 30D | +41.8% | +5.5% | +36.3% | +41.0% |
| 3M | -29.2% | +12.9% | -42.0% | -30.3% |
| 6M | +66.2% | +0.1% | +66.1% | +64.8% |
| YTD | +10.0% | +13.5% | -3.5% | +6.6% |
| 1Y | -11.0% | +21.6% | -32.5% | -14.5% |
| 3Y | +6.9% | +46.0% | -39.0% | +5.8% |
| 5Y | +24.7% | +143.7% | -119.1% | +23.3% |
| All | +23.3% | +179.4% | -156.1% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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