+23.3%
BTDR vs AGI
+386.4%
-363.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.1% |
| 7D | +14.8% | +2.2% | +12.6% | +14.1% |
| 30D | +41.8% | +11.3% | +30.5% | +38.3% |
| 3M | -29.2% | +5.6% | -34.8% | -30.2% |
| 6M | +66.2% | -27.7% | +93.8% | +77.3% |
| YTD | +10.0% | -4.1% | +14.1% | +11.0% |
| 1Y | -11.0% | +13.8% | -24.8% | -12.3% |
| 3Y | +6.9% | +217.0% | -210.1% | -6.7% |
| 5Y | +24.7% | +404.3% | -379.7% | +8.7% |
| All | +23.3% | +386.4% | -363.1% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling