-19.1%
BTDR vs BAH
+12.7%
-31.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.6% | +10.3% | +9.2% |
| 7D | +7.7% | -1.6% | +9.3% | +6.6% |
| 30D | -24.1% | +18.0% | -42.1% | -17.0% |
| 3M | -19.1% | +11.4% | -30.5% | -10.1% |
| All | -19.1% | +12.7% | -31.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3mo: compounded portfolio wealth divided by compounded BAH 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…
3mo analysis · Full analysis span regression · Available span rolling