+38.5%
AA vs BTSG
+505.2%
-466.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +1.1% | +4.0% | -2.9% | +0.3% |
| 30D | -1.3% | +15.3% | -16.5% | -4.4% |
| 3M | -23.9% | +25.4% | -49.4% | -28.0% |
| 6M | -36.8% | +31.9% | -68.7% | -41.9% |
| YTD | -22.2% | +93.9% | -116.1% | -36.4% |
| 1Y | +10.4% | +114.2% | -103.8% | -12.4% |
| All | +38.5% | +505.2% | -466.7% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling