+64.4%
AGG vs BTG
+373.5%
-309.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -1.1% | -3.8% | +2.7% | -1.0% |
| 30D | -1.1% | +3.6% | -4.8% | -1.2% |
| 3M | -1.9% | +32.0% | -33.9% | -2.4% |
| 6M | -1.7% | +3.4% | -5.1% | -1.9% |
| YTD | -1.3% | +20.8% | -22.1% | -1.8% |
| 1Y | -0.7% | +22.4% | -23.2% | -1.3% |
| 3Y | +12.5% | +91.7% | -79.2% | +10.9% |
| 5Y | -2.5% | +79.0% | -81.5% | -4.0% |
| 10Y | +14.2% | +152.6% | -138.3% | +11.6% |
| All | +64.4% | +373.5% | -309.2% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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