+16.5%
BTDR vs ATI
+1,021.8%
-1,005.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.7% | -2.8% | -4.9% |
| 7D | -3.2% | -2.7% | -0.5% | -2.0% |
| 30D | +32.7% | -13.5% | +46.2% | +40.8% |
| 3M | -28.4% | +8.5% | -36.9% | -30.6% |
| 6M | +51.7% | +25.2% | +26.5% | +39.9% |
| YTD | +2.9% | +73.4% | -70.6% | -15.7% |
| 1Y | -15.5% | +160.5% | -176.0% | -40.2% |
| 3Y | 0.0% | +347.3% | -347.3% | -39.1% |
| 5Y | +16.5% | +1,049.0% | -1,032.5% | -29.5% |
| All | +16.5% | +1,021.8% | -1,005.3% | -29.5% |
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