+34.1%
AA vs BTSG
+493.4%
-459.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +0.5% | +6.0% | -5.5% | -0.8% |
| 30D | -0.6% | +12.4% | -13.0% | -3.3% |
| 3M | -19.7% | +18.2% | -37.9% | -22.9% |
| 6M | -41.6% | +26.0% | -67.6% | -45.7% |
| YTD | -24.6% | +90.1% | -114.8% | -38.2% |
| 1Y | +4.9% | +124.3% | -119.4% | -17.9% |
| All | +34.1% | +493.4% | -459.3% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling