+20.4%
BTDR vs AGI
+400.3%
-379.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +63.2% |
| YTD | +6.7% | -6.6% | +13.3% | +8.6% |
| 1Y | -15.2% | +9.5% | -24.8% | -15.8% |
| 3Y | +14.9% | +208.4% | -193.6% | +0.5% |
| All | +20.4% | +400.3% | -379.8% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling