+66.5%
AG vs BTI
+72.6%
-6.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.8% | -5.2% |
| 7D | -5.8% | -2.0% | -3.8% | -5.2% |
| 30D | +6.4% | -3.4% | +9.8% | +7.4% |
| 3M | +28.4% | -9.0% | +37.4% | +31.5% |
| 6M | -24.5% | -5.0% | -19.4% | -24.1% |
| YTD | +21.2% | -0.3% | +21.5% | +19.7% |
| 1Y | +114.1% | +3.1% | +111.0% | +108.7% |
| 3Y | +268.0% | +111.0% | +157.1% | +176.0% |
| 5Y | +67.3% | +117.0% | -49.7% | +25.5% |
| All | +66.5% | +72.6% | -6.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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