-76.0%
BTDR vs AJG
+16.2%
-92.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.1% | -18.6% | -18.8% |
| 7D | -29.9% | +7.4% | -37.4% | -25.1% |
| 30D | -51.3% | +25.3% | -76.7% | -40.9% |
| 3M | -52.0% | +15.1% | -67.1% | -44.9% |
| 6M | -57.5% | +40.8% | -98.3% | -46.3% |
| YTD | -52.6% | +12.3% | -65.0% | -42.8% |
| 1Y | -76.0% | +17.5% | -93.5% | -70.9% |
| All | -76.0% | +16.2% | -92.1% | -70.9% |
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