+19.6%
BTDR vs AGI
+373.6%
-354.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | -3.4% | -2.7% | -0.7% | -2.6% |
| 30D | +32.6% | +7.2% | +25.4% | +30.7% |
| 3M | -32.2% | +4.3% | -36.5% | -33.0% |
| 6M | +52.4% | -27.1% | +79.4% | +62.9% |
| YTD | +6.7% | -6.6% | +13.3% | +8.5% |
| 1Y | -15.2% | +9.5% | -24.8% | -15.7% |
| 3Y | +14.9% | +208.4% | -193.6% | +1.0% |
| 5Y | +20.8% | +401.6% | -380.8% | +6.2% |
| All | +19.6% | +373.6% | -354.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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