-2.8%
ABT vs BTSG
+382.3%
-385.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.6% | +4.9% | -1.5% |
| 7D | -5.0% | -5.8% | +0.8% | -4.8% |
| 30D | -5.8% | 0.0% | -5.8% | -5.8% |
| 3M | +16.7% | -4.5% | +21.2% | +16.6% |
| 6M | -5.2% | +40.0% | -45.3% | -8.0% |
| YTD | -16.0% | +54.6% | -70.5% | -19.0% |
| 1Y | -18.3% | +106.1% | -124.4% | -22.8% |
| All | -2.8% | +382.3% | -385.1% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling