+48.2%
AG vs BTDR
+19.6%
+28.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.7% | -6.7% | -3.3% |
| 7D | -6.7% | -3.4% | -3.3% | -6.4% |
| 30D | +2.2% | +32.6% | -30.4% | -0.7% |
| 3M | +15.7% | -32.2% | +47.9% | +18.7% |
| 6M | -23.8% | +52.4% | -76.1% | -27.1% |
| YTD | +17.6% | +6.7% | +10.9% | +15.2% |
| 1Y | +88.6% | -15.2% | +103.9% | +86.5% |
| 3Y | +253.4% | +14.9% | +238.5% | +221.3% |
| 5Y | +62.4% | +20.8% | +41.6% | +47.9% |
| All | +48.2% | +19.6% | +28.6% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling