+558.2%
AGI vs BTG
+371.8%
+186.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -1.7% |
| 7D | -5.3% | -5.5% | +0.2% | -2.3% |
| 30D | +6.8% | +6.1% | +0.6% | +3.4% |
| 3M | +8.3% | +38.6% | -30.3% | -10.3% |
| 6M | -29.2% | +0.7% | -29.9% | -30.2% |
| YTD | -7.3% | +20.3% | -27.6% | -17.0% |
| 1Y | +8.0% | +25.0% | -17.0% | -5.8% |
| 3Y | +206.6% | +97.3% | +109.3% | +102.1% |
| 5Y | +398.1% | +78.3% | +319.8% | +249.8% |
| 10Y | +384.0% | +151.6% | +232.3% | +199.8% |
| All | +558.2% | +371.8% | +186.4% | +79.2% |
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