+126.8%
ACM vs BTG
+158.3%
-31.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.5% |
| 7D | -5.9% | -5.5% | -0.4% | -5.4% |
| 30D | -6.2% | +6.1% | -12.3% | -6.9% |
| 3M | -7.9% | +38.6% | -46.5% | -11.2% |
| 6M | -30.6% | +0.7% | -31.3% | -31.3% |
| YTD | -33.3% | +20.3% | -53.6% | -35.3% |
| 1Y | -49.2% | +25.0% | -74.2% | -51.1% |
| 3Y | -23.5% | +97.3% | -120.8% | -30.7% |
| 5Y | +0.9% | +78.3% | -77.4% | -8.5% |
| All | +126.8% | +158.3% | -31.5% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling