-29.5%
BTDR vs ATI
+979.0%
-1,008.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.6% | +7.0% | +8.4% |
| 7D | +7.7% | +4.7% | +2.9% | +6.2% |
| 30D | -24.1% | -0.2% | -23.8% | -23.4% |
| 3M | -19.1% | -18.5% | -0.6% | -10.8% |
| 6M | -46.6% | +16.4% | -63.0% | -49.1% |
| YTD | -37.3% | +63.4% | -100.7% | -47.3% |
| 1Y | -53.2% | +91.5% | -144.7% | -62.9% |
| 3Y | +77.1% | +329.2% | -252.2% | +8.8% |
| All | -29.5% | +979.0% | -1,008.5% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling