+67.3%
AG vs BTDR
+16.5%
+50.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -4.2% |
| 7D | -5.8% | -3.2% | -2.6% | -5.5% |
| 30D | +6.4% | +32.7% | -26.3% | +3.4% |
| 3M | +28.4% | -28.4% | +56.7% | +31.1% |
| 6M | -24.5% | +51.7% | -76.2% | -27.7% |
| YTD | +21.2% | +2.9% | +18.3% | +19.1% |
| 1Y | +114.1% | -15.5% | +129.6% | +112.1% |
| 3Y | +268.0% | 0.0% | +268.0% | +237.1% |
| 5Y | +67.3% | +16.5% | +50.9% | +50.4% |
| All | +67.3% | +16.5% | +50.9% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling