-5.9%
ABT vs BTSG
+111.7%
-117.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.6% | +5.6% |
| 7D | +12.5% | +17.4% | -4.9% | +12.6% |
| 30D | +16.1% | +12.6% | +3.5% | +16.1% |
| 3M | +10.2% | +11.2% | -1.0% | +10.3% |
| 6M | +33.7% | +30.4% | +3.3% | +31.5% |
| YTD | -5.5% | +86.4% | -91.9% | -10.9% |
| 1Y | -5.9% | +117.9% | -123.8% | -13.0% |
| All | -5.9% | +111.7% | -117.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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