-80.6%
ABCL vs BTG
+23.8%
-104.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | +93.1% | +36.8% | +56.2% | +76.5% |
| 3M | +79.4% | +23.1% | +56.3% | +68.4% |
| 6M | +214.9% | +3.5% | +211.4% | +207.0% |
| YTD | +234.2% | +25.5% | +208.7% | +209.5% |
| 1Y | +174.8% | +40.1% | +134.7% | +147.7% |
| 3Y | +104.5% | +101.1% | +3.4% | +65.8% |
| 5Y | -39.0% | +70.6% | -109.6% | -50.4% |
| All | -80.6% | +23.8% | -104.4% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling