+26.7%
BTDR vs AIG
+75.9%
-49.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.4% | +2.6% |
| 7D | +22.4% | -1.6% | +24.0% | +22.6% |
| 30D | +16.5% | -5.2% | +21.7% | +17.2% |
| 3M | -31.5% | +1.5% | -32.9% | -31.9% |
| 6M | +74.0% | -3.9% | +78.0% | +74.3% |
| YTD | +13.0% | -11.6% | +24.6% | +14.8% |
| 1Y | -0.2% | -2.9% | +2.7% | -0.8% |
| 3Y | +9.9% | +33.7% | -23.9% | +7.4% |
| 5Y | +28.1% | +52.7% | -24.6% | +25.3% |
| All | +26.7% | +75.9% | -49.2% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling