-11.5%
BTDR vs AS
+131.9%
-143.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.4% | +12.1% | +10.8% |
| 7D | +7.7% | -3.0% | +10.7% | +9.5% |
| 30D | -24.1% | +9.6% | -33.6% | -27.5% |
| 3M | -19.1% | -8.2% | -10.9% | -16.5% |
| 6M | -46.6% | -9.9% | -36.7% | -44.8% |
| YTD | -37.3% | -16.8% | -20.5% | -32.8% |
| 1Y | -53.2% | +3.0% | -56.2% | -54.4% |
| All | -11.5% | +131.9% | -143.4% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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