-4.1%
ABT vs BTSG
+389.4%
-393.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | -1.4% |
| 7D | -5.9% | -3.3% | -2.6% | -5.8% |
| 30D | -8.1% | -1.6% | -6.5% | -8.0% |
| 3M | +14.5% | -6.9% | +21.4% | +14.5% |
| 6M | -6.3% | +42.1% | -48.4% | -9.1% |
| YTD | -17.1% | +56.8% | -73.9% | -20.2% |
| 1Y | -21.4% | +109.8% | -131.2% | -25.8% |
| All | -4.1% | +389.4% | -393.5% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling