+57.2%
AG vs BTDR
+26.7%
+30.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.4% | -1.3% |
| 7D | +4.5% | +22.4% | -17.9% | +2.3% |
| 30D | +12.9% | +16.5% | -3.6% | +10.7% |
| 3M | +20.9% | -31.5% | +52.4% | +23.9% |
| 6M | -19.5% | +74.0% | -93.6% | -23.9% |
| YTD | +24.8% | +13.0% | +11.8% | +21.5% |
| 1Y | +120.2% | -0.2% | +120.5% | +115.2% |
| 3Y | +279.0% | +9.9% | +269.1% | +244.0% |
| 5Y | +67.9% | +28.1% | +39.8% | +52.2% |
| All | +57.2% | +26.7% | +30.5% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling