-20.0%
ACM vs BTG
+96.6%
-116.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.6% |
| 7D | -0.3% | +4.8% | -5.1% | -0.7% |
| 30D | -12.9% | +8.3% | -21.3% | -13.7% |
| 3M | -6.4% | +32.3% | -38.7% | -9.2% |
| 6M | -29.2% | +3.0% | -32.2% | -29.9% |
| YTD | -29.9% | +21.9% | -51.9% | -32.0% |
| 1Y | -47.3% | +28.2% | -75.4% | -49.4% |
| All | -20.0% | +96.6% | -116.7% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling