-80.5%
ABCL vs BTG
+8.7%
-89.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -3.3% | -9.1% | +5.8% | -0.7% |
| 30D | -7.1% | -1.6% | -5.5% | -6.9% |
| 3M | +4.7% | -2.8% | +7.5% | +5.1% |
| 6M | +140.9% | -7.6% | +148.5% | +143.2% |
| YTD | +236.0% | +10.2% | +225.7% | +221.0% |
| 1Y | +217.4% | +21.3% | +196.1% | +196.3% |
| 3Y | +188.7% | +82.7% | +106.0% | +139.9% |
| 5Y | -23.5% | +30.8% | -54.3% | -34.9% |
| All | -80.5% | +8.7% | -89.2% | -83.6% |
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