+21.7%
BTDR vs BAH
-31.5%
+53.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.6% |
| 7D | +22.4% | -4.3% | +26.8% | +23.7% |
| 30D | +16.5% | -4.5% | +20.9% | +17.4% |
| 3M | -31.5% | -7.6% | -23.9% | -30.2% |
| 6M | +74.0% | -10.6% | +84.6% | +78.0% |
| YTD | +13.0% | -12.6% | +25.6% | +16.2% |
| 1Y | -0.2% | -27.0% | +26.8% | +8.9% |
| All | +21.7% | -31.5% | +53.2% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling