+28.1%
BTDR vs AR
+140.6%
-112.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +2.4% |
| 7D | +22.4% | -1.8% | +24.2% | +22.6% |
| 30D | +16.5% | +12.6% | +3.9% | +14.8% |
| 3M | -31.5% | +10.0% | -41.5% | -32.4% |
| 6M | +74.0% | +0.6% | +73.4% | +72.4% |
| YTD | +13.0% | +13.4% | -0.4% | +9.5% |
| 1Y | -0.2% | +21.7% | -21.9% | -4.4% |
| 3Y | +9.9% | +45.8% | -35.9% | +8.7% |
| 5Y | +28.1% | +144.3% | -116.1% | +27.2% |
| All | +28.1% | +140.6% | -112.5% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling