-53.6%
BTDR vs ATI
+17.9%
-71.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.4% | -14.2% | -14.3% |
| 7D | +15.4% | +13.0% | +2.5% | +2.1% |
| 30D | -33.4% | +0.2% | -33.6% | -32.9% |
| 3M | -32.0% | -17.5% | -14.6% | -17.1% |
| All | -53.6% | +17.9% | -71.5% | -62.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling