+197.1%
ABT vs BTG
+159.3%
+37.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | -5.9% | -3.8% | -2.1% | -5.8% |
| 30D | -8.1% | +3.6% | -11.7% | -8.2% |
| 3M | +14.5% | +32.0% | -17.5% | +13.1% |
| 6M | -6.3% | +3.4% | -9.6% | -6.7% |
| YTD | -17.1% | +20.8% | -37.9% | -18.2% |
| 1Y | -21.4% | +22.4% | -43.8% | -22.6% |
| 3Y | +5.9% | +91.7% | -85.8% | +1.3% |
| 5Y | -12.8% | +79.0% | -91.8% | -16.7% |
| All | +197.1% | +159.3% | +37.8% | +187.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling