+23.3%
BTDR vs AU
+543.7%
-520.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | +14.8% | +0.6% | +14.2% | +14.7% |
| 30D | +41.8% | +12.3% | +29.5% | +39.4% |
| 3M | -29.2% | +29.4% | -58.5% | -32.1% |
| 6M | +66.2% | +3.2% | +63.0% | +63.5% |
| YTD | +10.0% | +31.8% | -21.8% | +6.3% |
| 1Y | -11.0% | +83.4% | -94.4% | -15.7% |
| 3Y | +6.9% | +623.1% | -616.2% | -5.2% |
| 5Y | +24.7% | +700.5% | -675.8% | +10.9% |
| All | +23.3% | +543.7% | -520.4% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling