+217.4%
ABCL vs BTG
+17.5%
+199.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -3.3% | -9.1% | +5.8% | +0.3% |
| 30D | -7.1% | -1.6% | -5.5% | -6.8% |
| 3M | +4.7% | -2.8% | +7.5% | +5.2% |
| 6M | +140.9% | -7.6% | +148.5% | +145.1% |
| YTD | +236.0% | +10.2% | +225.7% | +205.6% |
| 1Y | +217.4% | +21.3% | +196.1% | +173.8% |
| All | +217.4% | +17.5% | +199.9% | +173.8% |
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