-22.8%
BTDR vs AS
+125.3%
-148.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.9% | -9.9% | -11.4% |
| 7D | +15.4% | -3.6% | +19.1% | +17.7% |
| 30D | -33.4% | +3.4% | -36.8% | -34.6% |
| 3M | -32.0% | -8.6% | -23.4% | -29.6% |
| 6M | -52.2% | -10.0% | -42.2% | -50.5% |
| YTD | -45.3% | -19.2% | -26.1% | -40.5% |
| 1Y | -56.0% | -3.8% | -52.2% | -55.7% |
| All | -22.8% | +125.3% | -148.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling