-5.9%
ABT vs BTG
+24.4%
-30.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.7% | -3.1% | +5.5% |
| 7D | +12.5% | -0.2% | +12.7% | +12.4% |
| 30D | +16.1% | -0.8% | +16.9% | +15.9% |
| 3M | +10.2% | +31.8% | -21.6% | +10.2% |
| 6M | +33.7% | +20.4% | +13.3% | +33.3% |
| YTD | -5.5% | +14.7% | -20.2% | -5.9% |
| 1Y | -5.9% | +29.4% | -35.2% | -7.2% |
| All | -5.9% | +24.4% | -30.3% | -7.2% |
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 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