-49.2%
ACM vs BTG
+27.7%
-76.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | -5.9% | -5.5% | -0.4% | -5.5% |
| 30D | -6.2% | +6.1% | -12.3% | -6.8% |
| 3M | -7.9% | +38.6% | -46.5% | -10.6% |
| 6M | -30.6% | +0.7% | -31.3% | -30.9% |
| YTD | -33.3% | +20.3% | -53.6% | -34.5% |
| 1Y | -49.2% | +25.0% | -74.2% | -50.2% |
| All | -49.2% | +27.7% | -76.9% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling