+62.4%
AA vs BTSG
+389.4%
-327.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -3.4% | -3.3% | -0.1% | -2.7% |
| 30D | -5.8% | -1.6% | -4.2% | -5.6% |
| 3M | -29.9% | -6.9% | -23.0% | -29.8% |
| 6M | -27.0% | +42.1% | -69.1% | -35.4% |
| YTD | -8.7% | +56.8% | -65.5% | -21.6% |
| 1Y | +50.6% | +109.8% | -59.2% | +19.0% |
| All | +62.4% | +389.4% | -327.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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