+20.4%
BTDR vs AJG
+74.4%
-53.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +5.0% | +3.4% |
| 7D | -3.4% | -8.3% | +4.9% | -5.3% |
| 30D | +32.6% | -5.7% | +38.3% | +30.8% |
| 3M | -32.2% | +9.1% | -41.3% | -31.6% |
| 6M | +52.4% | +15.2% | +37.1% | +55.0% |
| YTD | +6.7% | -6.3% | +13.0% | +7.8% |
| 1Y | -15.2% | -19.1% | +3.9% | -14.3% |
| 3Y | +14.9% | +8.2% | +6.7% | +22.7% |
| All | +20.4% | +74.4% | -53.9% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling