+22.0%
BTI vs AJG
+16.2%
+5.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.3% | +7.4% | -4.1% | +2.1% |
| 30D | +19.0% | +25.3% | -6.4% | +15.4% |
| 3M | +6.4% | +15.1% | -8.6% | +4.0% |
| 6M | +7.7% | +40.8% | -33.2% | +5.4% |
| YTD | +14.6% | +12.3% | +2.3% | +12.3% |
| 1Y | +22.0% | +17.5% | +4.5% | +19.8% |
| All | +22.0% | +16.2% | +5.8% | +19.8% |
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