+23.8%
BTDR vs AR
+181.5%
-157.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.7% | +4.0% |
| 7D | +20.0% | +2.5% | +17.5% | +19.6% |
| 30D | +11.9% | +14.8% | -2.9% | +10.2% |
| 3M | -36.9% | +6.2% | -43.2% | -37.5% |
| 6M | +56.5% | +4.3% | +52.2% | +54.4% |
| YTD | +10.4% | +14.4% | -3.9% | +7.0% |
| 1Y | +3.1% | +21.3% | -18.3% | -1.0% |
| 3Y | -2.6% | +39.8% | -42.4% | -3.8% |
| 5Y | +25.2% | +142.1% | -116.9% | +23.8% |
| All | +23.8% | +181.5% | -157.7% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling