+330.0%
AG vs BTSG
+421.3%
-91.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.1% | -1.8% |
| 7D | +4.5% | +5.7% | -1.3% | +3.1% |
| 30D | +12.9% | +0.2% | +12.7% | +12.6% |
| 3M | +20.9% | +5.6% | +15.3% | +18.7% |
| 6M | -19.5% | +50.8% | -70.3% | -27.4% |
| YTD | +24.8% | +67.0% | -42.3% | +10.4% |
| 1Y | +120.2% | +145.5% | -25.3% | +81.0% |
| All | +330.0% | +421.3% | -91.3% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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