+468.7%
BTSG vs AGI
+198.8%
+269.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.2% |
| 7D | +5.7% | +4.4% | +1.4% | +5.2% |
| 30D | +0.2% | +10.0% | -9.7% | -1.3% |
| 3M | +5.6% | +1.7% | +3.9% | +4.6% |
| 6M | +50.8% | -26.8% | +77.6% | +55.3% |
| YTD | +67.0% | -5.3% | +72.4% | +66.0% |
| 1Y | +145.5% | +11.5% | +134.0% | +136.8% |
| All | +468.7% | +198.8% | +269.9% | +401.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 all: compounded portfolio wealth divided by compounded AGI 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…
all analysis · Full analysis span regression · 6 months rolling