+1.8%
ACM vs BTG
+75.0%
-73.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.7% | -3.3% |
| 7D | -3.7% | +2.4% | -6.1% | -4.0% |
| 30D | -12.7% | +9.5% | -22.1% | -13.8% |
| 3M | -9.8% | +38.5% | -48.3% | -14.0% |
| 6M | -31.4% | +5.6% | -37.0% | -32.7% |
| YTD | -32.1% | +23.9% | -56.0% | -35.1% |
| 1Y | -47.8% | +32.1% | -79.9% | -51.0% |
| 3Y | -22.1% | +103.2% | -125.3% | -33.5% |
| 5Y | +1.8% | +79.7% | -77.9% | -10.0% |
| All | +1.8% | +75.0% | -73.2% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling