-19.3%
BTDR vs AS
+137.8%
-157.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.1% |
| 7D | -7.4% | +4.5% | -11.9% | -9.1% |
| 30D | -33.4% | +13.2% | -46.7% | -37.4% |
| 3M | -26.3% | -11.9% | -14.4% | -22.3% |
| 6M | -52.4% | -11.6% | -40.8% | -50.2% |
| YTD | -42.8% | -14.7% | -28.1% | -39.3% |
| 1Y | -63.7% | +5.7% | -69.4% | -65.0% |
| All | -19.3% | +137.8% | -157.0% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling