-40.0%
ABCL vs BTG
+75.0%
-115.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.9% |
| 7D | -2.7% | +2.4% | -5.1% | -3.5% |
| 30D | +18.3% | +9.5% | +8.8% | +15.1% |
| 3M | +108.5% | +38.5% | +70.0% | +88.0% |
| 6M | +213.9% | +5.6% | +208.3% | +204.1% |
| YTD | +223.1% | +23.9% | +199.2% | +198.7% |
| 1Y | +160.6% | +32.1% | +128.5% | +136.7% |
| 3Y | +104.3% | +103.2% | +1.1% | +63.1% |
| 5Y | -40.0% | +79.7% | -119.8% | -52.1% |
| All | -40.0% | +75.0% | -115.1% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling