+74.1%
AA vs BTSG
+421.3%
-347.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.9% |
| 7D | +1.7% | +5.7% | -4.1% | +0.4% |
| 30D | +3.3% | +0.2% | +3.1% | +3.0% |
| 3M | -29.4% | +5.6% | -35.1% | -31.5% |
| 6M | -12.8% | +50.8% | -63.6% | -23.8% |
| YTD | -2.1% | +67.0% | -69.2% | -17.2% |
| 1Y | +62.8% | +145.5% | -82.8% | +23.1% |
| All | +74.1% | +421.3% | -347.2% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling