-15.2%
BTDR vs AJG
-17.2%
+1.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +5.0% | +2.7% |
| 7D | -3.4% | -8.3% | +4.9% | -10.1% |
| 30D | +32.6% | -5.7% | +38.3% | +26.3% |
| 3M | -32.2% | +9.1% | -41.3% | -28.1% |
| 6M | +52.4% | +15.2% | +37.1% | +67.9% |
| YTD | +6.7% | -6.3% | +13.0% | +4.8% |
| 1Y | -15.2% | -19.1% | +3.9% | -33.8% |
| All | -15.2% | -17.2% | +1.9% | -33.8% |
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