+14.9%
BTDR vs AUR
+84.2%
-69.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.0% |
| 7D | -3.4% | +1.4% | -4.8% | -3.9% |
| 30D | +32.6% | -6.4% | +39.0% | +36.3% |
| 3M | -32.2% | +7.7% | -39.9% | -34.8% |
| 6M | +52.4% | +44.5% | +7.9% | +27.4% |
| YTD | +6.7% | +67.4% | -60.8% | -17.6% |
| 1Y | -15.2% | +15.4% | -30.7% | -22.7% |
| 3Y | +14.9% | +94.8% | -80.0% | -50.7% |
| All | +14.9% | +84.2% | -69.4% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling