-44.0%
BTDR vs AR
+176.7%
-220.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.7% | -8.7% |
| 7D | -6.9% | +7.4% | -14.3% | -7.5% |
| 30D | -31.5% | +5.8% | -37.3% | -31.9% |
| 3M | -36.1% | +5.2% | -41.3% | -36.5% |
| 6M | -57.6% | +5.4% | -63.1% | -58.1% |
| YTD | -50.0% | +12.4% | -62.5% | -51.6% |
| 1Y | -49.6% | +12.8% | -62.4% | -51.2% |
| 3Y | +48.5% | +47.2% | +1.4% | +46.7% |
| 5Y | -43.8% | +101.1% | -145.0% | -44.4% |
| All | -44.0% | +176.7% | -220.7% | -44.7% |
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