+3.1%
BTDR vs AJG
-12.9%
+16.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +2.7% |
| 7D | +20.0% | -1.8% | +21.8% | +18.2% |
| 30D | +11.9% | +4.6% | +7.3% | +16.9% |
| 3M | -36.9% | +24.9% | -61.8% | -26.2% |
| 6M | +56.5% | +17.2% | +39.3% | +77.3% |
| YTD | +10.4% | +2.2% | +8.3% | +17.4% |
| 1Y | +3.1% | -11.5% | +14.6% | -6.7% |
| All | +3.1% | -12.9% | +16.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling