-29.7%
BTDR vs AR
+172.9%
-202.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.5% | +8.1% | +9.5% |
| 7D | +7.7% | +2.1% | +5.6% | +7.5% |
| 30D | -24.1% | +4.5% | -28.6% | -24.4% |
| 3M | -19.1% | +1.0% | -20.1% | -19.3% |
| 6M | -46.6% | +4.4% | -51.0% | -47.1% |
| YTD | -37.3% | +10.9% | -48.2% | -39.1% |
| 1Y | -53.2% | +8.6% | -61.7% | -54.4% |
| 3Y | +77.1% | +48.5% | +28.6% | +75.3% |
| 5Y | -29.7% | +95.7% | -125.4% | -30.3% |
| All | -29.7% | +172.9% | -202.6% | -30.5% |
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