-0.8%
ABT vs BTSG
+421.3%
-422.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.7% |
| 7D | -3.1% | +5.7% | -8.9% | -3.3% |
| 30D | -2.1% | +0.2% | -2.3% | -2.1% |
| 3M | +17.4% | +5.6% | +11.8% | +16.7% |
| 6M | -2.4% | +50.8% | -53.2% | -5.5% |
| YTD | -14.2% | +67.0% | -81.3% | -17.6% |
| 1Y | -18.3% | +145.5% | -163.9% | -23.7% |
| All | -0.8% | +421.3% | -422.1% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling