+23.8%
BTDR vs BAH
-10.1%
+33.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.3% |
| 7D | +20.0% | -3.2% | +23.2% | +20.8% |
| 30D | +11.9% | +2.0% | +9.9% | +11.1% |
| 3M | -36.9% | -7.6% | -29.3% | -36.0% |
| 6M | +56.5% | -5.7% | +62.2% | +56.8% |
| YTD | +10.4% | -11.7% | +22.2% | +12.7% |
| 1Y | +3.1% | -27.4% | +30.4% | +10.5% |
| 3Y | -2.6% | -32.5% | +29.9% | +8.0% |
| 5Y | +25.2% | -3.3% | +28.5% | +35.8% |
| All | +23.8% | -10.1% | +33.9% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling