-44.0%
BTDR vs ATI
+780.2%
-824.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.7% | -4.9% | -7.0% |
| 7D | -6.9% | +4.2% | -11.1% | -8.4% |
| 30D | -31.5% | -2.5% | -29.0% | -30.3% |
| 3M | -36.1% | -19.4% | -16.7% | -29.6% |
| 6M | -57.6% | +11.1% | -68.7% | -58.7% |
| YTD | -50.0% | +59.5% | -109.6% | -57.0% |
| 1Y | -49.6% | +85.8% | -135.4% | -58.7% |
| 3Y | +48.5% | +311.9% | -263.4% | -3.6% |
| 5Y | -43.8% | +963.2% | -1,007.1% | -63.4% |
| All | -44.0% | +780.2% | -824.2% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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