-2.6%
AGG vs BTDR
+15.3%
-17.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.6% |
| 7D | -0.9% | -3.2% | +2.3% | -0.9% |
| 30D | -1.0% | +32.7% | -33.6% | -1.0% |
| 3M | -1.3% | -28.4% | +27.1% | -1.2% |
| 6M | -2.1% | +51.7% | -53.8% | -2.2% |
| YTD | -1.2% | +2.9% | -4.1% | -1.3% |
| 1Y | -0.5% | -15.5% | +15.0% | -0.6% |
| 3Y | +12.4% | 0.0% | +12.4% | +11.6% |
| 5Y | -2.4% | +16.5% | -18.9% | -3.3% |
| All | -2.6% | +15.3% | -17.9% | -3.5% |
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