+518.0%
ABT vs BTG
+385.9%
+132.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | -4.7% | +2.4% | -7.1% | -4.8% |
| 30D | -3.1% | +9.5% | -12.6% | -3.3% |
| 3M | +16.1% | +38.5% | -22.4% | +15.5% |
| 6M | -5.3% | +5.6% | -11.0% | -5.5% |
| YTD | -14.4% | +23.9% | -38.4% | -14.9% |
| 1Y | -18.4% | +32.1% | -50.5% | -19.0% |
| 3Y | +11.2% | +103.2% | -92.0% | +9.3% |
| 5Y | -9.4% | +79.7% | -89.1% | -10.9% |
| 10Y | +209.7% | +159.1% | +50.6% | +205.0% |
| All | +518.0% | +385.9% | +132.1% | +530.2% |
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