+66.8%
AA vs BTG
+82.1%
-15.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.4% |
| 7D | +0.5% | -9.1% | +9.6% | +4.0% |
| 30D | -0.6% | -1.6% | +1.0% | -0.3% |
| 3M | -19.7% | -2.8% | -16.9% | -19.6% |
| 6M | -41.6% | -7.6% | -34.0% | -41.1% |
| YTD | -24.6% | +10.2% | -34.9% | -30.4% |
| 1Y | +4.9% | +21.3% | -16.4% | -6.7% |
| 3Y | +66.8% | +82.7% | -15.9% | +20.9% |
| All | +66.8% | +82.1% | -15.2% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling