+264.1%
AG vs BTDR
+0.6%
+263.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -4.1% |
| 7D | -5.8% | -3.2% | -2.6% | -5.5% |
| 30D | +6.4% | +32.7% | -26.3% | +3.0% |
| 3M | +28.4% | -28.4% | +56.7% | +31.4% |
| 6M | -24.5% | +51.7% | -76.2% | -28.0% |
| YTD | +21.2% | +2.9% | +18.3% | +18.9% |
| 1Y | +114.1% | -15.5% | +129.6% | +112.0% |
| All | +264.1% | +0.6% | +263.5% | +222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling