+264.1%
AG vs BTI
+108.0%
+156.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.8% | -5.1% |
| 7D | -5.8% | -2.0% | -3.8% | -5.3% |
| 30D | +6.4% | -3.4% | +9.8% | +7.2% |
| 3M | +28.4% | -9.0% | +37.4% | +31.2% |
| 6M | -24.5% | -5.0% | -19.4% | -24.4% |
| YTD | +21.2% | -0.3% | +21.5% | +19.3% |
| 1Y | +114.1% | +3.1% | +111.0% | +108.6% |
| All | +264.1% | +108.0% | +156.1% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling