-24.2%
BTDR vs AS
+134.9%
-159.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.5% | +12.8% | +13.1% |
| 7D | -10.4% | +6.9% | -17.3% | -13.3% |
| 30D | -42.2% | +16.0% | -58.2% | -46.3% |
| 3M | -42.8% | -12.8% | -30.0% | -39.4% |
| 6M | -60.2% | -15.4% | -44.8% | -57.4% |
| YTD | -46.3% | -15.7% | -30.6% | -42.8% |
| 1Y | -71.7% | +6.1% | -77.7% | -72.8% |
| All | -24.2% | +134.9% | -159.1% | -33.4% |
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