+66.2%
BTDR vs AGI
-23.6%
+89.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.7% |
| 7D | +14.8% | +2.2% | +12.6% | +12.9% |
| 30D | +41.8% | +11.3% | +30.5% | +32.0% |
| 3M | -29.2% | +5.6% | -34.8% | -32.0% |
| 6M | +66.2% | -27.7% | +93.8% | +109.8% |
| All | +66.2% | -23.6% | +89.7% | +109.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling