-78.8%
ABCL vs BTG
+17.6%
-96.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +1.5% |
| 7D | +2.3% | +13.0% | -10.7% | -1.3% |
| 30D | -0.7% | +1.1% | -1.8% | -1.3% |
| 3M | +33.4% | +5.3% | +28.1% | +30.8% |
| 6M | +137.8% | +1.1% | +136.7% | +134.1% |
| YTD | +264.3% | +19.2% | +245.1% | +240.5% |
| 1Y | +209.2% | +31.5% | +177.7% | +182.3% |
| 3Y | +208.4% | +94.3% | +114.1% | +151.4% |
| 5Y | -11.9% | +41.8% | -53.7% | -26.7% |
| All | -78.8% | +17.6% | -96.4% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling