+337.4%
AGI vs BTG
+159.3%
+178.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | -2.7% | -3.8% | +1.0% | +0.1% |
| 30D | +7.2% | +3.6% | +3.6% | +4.5% |
| 3M | +4.3% | +32.0% | -27.8% | -17.0% |
| 6M | -27.1% | +3.4% | -30.5% | -30.8% |
| YTD | -6.6% | +20.8% | -27.4% | -21.8% |
| 1Y | +9.5% | +22.4% | -12.9% | -10.4% |
| 3Y | +208.4% | +91.7% | +116.7% | +65.5% |
| 5Y | +401.6% | +79.0% | +322.6% | +177.4% |
| All | +337.4% | +159.3% | +178.1% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling