+20.4%
BTDR vs AIG
+53.2%
-32.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | -3.4% | -1.2% | -2.2% | -3.3% |
| 30D | +32.6% | -1.1% | +33.7% | +32.7% |
| 3M | -32.2% | +0.7% | -32.9% | -32.6% |
| 6M | +52.4% | -2.2% | +54.5% | +52.2% |
| YTD | +6.7% | -10.8% | +17.5% | +8.3% |
| 1Y | -15.2% | -2.0% | -13.2% | -15.8% |
| 3Y | +14.9% | +34.8% | -19.9% | +12.0% |
| All | +20.4% | +53.2% | -32.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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