+18.4%
BTDR vs ATI
+358.3%
-339.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | +14.8% | +2.4% | +12.4% | +13.0% |
| 30D | +41.8% | -9.5% | +51.3% | +51.2% |
| 3M | -29.2% | +10.4% | -39.6% | -33.9% |
| 6M | +66.2% | +31.8% | +34.4% | +38.9% |
| YTD | +10.0% | +80.0% | -70.0% | -25.1% |
| 1Y | -11.0% | +175.8% | -186.8% | -54.7% |
| All | +18.4% | +358.3% | -339.8% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling