+439.9%
AG vs BTI
+483.1%
-43.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | +4.5% | -1.4% | +5.9% | +5.2% |
| 30D | +12.9% | -7.0% | +19.9% | +16.7% |
| 3M | +20.9% | -6.3% | +27.3% | +23.4% |
| 6M | -19.5% | -2.0% | -17.6% | -20.2% |
| YTD | +24.8% | +0.2% | +24.6% | +22.2% |
| 1Y | +120.2% | +3.8% | +116.5% | +111.2% |
| 3Y | +279.0% | +112.1% | +166.9% | +145.5% |
| 5Y | +67.9% | +113.6% | -45.7% | +7.8% |
| 10Y | +57.5% | +69.6% | -12.1% | +7.3% |
| All | +439.9% | +483.1% | -43.2% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling