+117.0%
AA vs BTG
+159.3%
-42.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -3.4% | -3.8% | +0.3% | -2.4% |
| 30D | -5.8% | +3.6% | -9.4% | -6.9% |
| 3M | -29.9% | +32.0% | -61.9% | -35.8% |
| 6M | -27.0% | +3.4% | -30.4% | -28.9% |
| YTD | -8.7% | +20.8% | -29.5% | -15.3% |
| 1Y | +50.6% | +22.4% | +28.2% | +38.3% |
| 3Y | +74.1% | +91.7% | -17.6% | +38.1% |
| 5Y | +2.6% | +79.0% | -76.4% | -16.6% |
| All | +117.0% | +159.3% | -42.3% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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