+51.7%
BTDR vs AU
-3.1%
+54.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.3% | -2.2% | -3.2% |
| 7D | -3.2% | -7.0% | +3.8% | +2.3% |
| 30D | +32.7% | +7.3% | +25.4% | +27.7% |
| 3M | -28.4% | +33.2% | -61.6% | -41.9% |
| 6M | +51.7% | -0.6% | +52.3% | +46.9% |
| All | +51.7% | -3.1% | +54.8% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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