+71.4%
BTI vs AJG
+473.1%
-401.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -0.2% | -8.3% | +8.1% | +2.3% |
| 30D | -1.1% | -5.7% | +4.6% | +0.5% |
| 3M | -8.8% | +9.1% | -17.8% | -11.4% |
| 6M | -4.0% | +15.2% | -19.2% | -8.5% |
| YTD | +0.4% | -6.3% | +6.7% | +1.4% |
| 1Y | +1.9% | -19.1% | +21.0% | +7.7% |
| 3Y | +108.5% | +8.2% | +100.3% | +95.6% |
| 5Y | +118.5% | +75.6% | +42.9% | +66.5% |
| All | +71.4% | +473.1% | -401.7% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling