+131.7%
AG vs BTDR
-4.8%
+136.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -2.9% |
| 7D | +1.0% | +20.0% | -18.9% | -3.5% |
| 30D | +19.2% | +11.9% | +7.2% | +14.6% |
| 3M | +6.2% | -36.9% | +43.1% | +15.2% |
| 6M | -26.7% | +56.5% | -83.2% | -35.2% |
| YTD | +26.1% | +10.4% | +15.7% | +18.8% |
| 1Y | +131.7% | +3.1% | +128.6% | +126.2% |
| All | +131.7% | -4.8% | +136.4% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling