+96.4%
AGG vs BTI
+1,635.1%
-1,538.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.7% |
| 7D | -0.9% | -2.0% | +1.1% | -0.9% |
| 30D | -1.0% | -3.4% | +2.5% | -0.9% |
| 3M | -1.3% | -9.0% | +7.7% | -1.2% |
| 6M | -2.1% | -5.0% | +2.9% | -2.0% |
| YTD | -1.2% | -0.3% | -0.9% | -1.2% |
| 1Y | -0.5% | +3.1% | -3.6% | -0.5% |
| 3Y | +12.4% | +111.0% | -98.5% | +11.7% |
| 5Y | -2.4% | +117.0% | -119.4% | -3.0% |
| 10Y | +14.3% | +73.9% | -59.6% | +13.6% |
| All | +96.4% | +1,635.1% | -1,538.7% | +82.4% |
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