+23.8%
BTDR vs ATI
+912.7%
-888.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.0% | +1.0% | +2.7% |
| 7D | +20.0% | -0.1% | +20.0% | +20.0% |
| 30D | +11.9% | +2.7% | +9.2% | +10.0% |
| 3M | -36.9% | +16.3% | -53.3% | -40.5% |
| 6M | +56.5% | +30.2% | +26.3% | +42.1% |
| YTD | +10.4% | +83.6% | -73.1% | -11.1% |
| 1Y | +3.1% | +173.0% | -169.9% | -27.9% |
| 3Y | -2.6% | +356.6% | -359.2% | -41.0% |
| 5Y | +25.2% | +1,074.2% | -1,049.0% | -24.3% |
| All | +23.8% | +912.7% | -888.9% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling