+7.4%
ABT vs BTG
+94.1%
-86.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | -5.0% | -5.5% | +0.5% | -4.9% |
| 30D | -5.8% | +6.1% | -11.9% | -5.9% |
| 3M | +16.7% | +38.6% | -21.9% | +15.8% |
| 6M | -5.2% | +0.7% | -5.9% | -5.4% |
| YTD | -16.0% | +20.3% | -36.3% | -16.7% |
| 1Y | -18.3% | +25.0% | -43.3% | -19.3% |
| All | +7.4% | +94.1% | -86.7% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling