+209.2%
ABCL vs BTG
+31.1%
+178.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +2.2% |
| 7D | +2.3% | +13.0% | -10.7% | -2.8% |
| 30D | -0.7% | +1.1% | -1.8% | -1.5% |
| 3M | +33.4% | +5.3% | +28.1% | +29.8% |
| 6M | +137.8% | +1.1% | +136.7% | +133.7% |
| YTD | +264.3% | +19.2% | +245.1% | +217.9% |
| 1Y | +209.2% | +31.5% | +177.7% | +154.0% |
| All | +209.2% | +31.1% | +178.0% | +154.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling