+121.0%
ACM vs BTG
+392.0%
-271.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -3.7% | -0.9% | -2.9% | -3.7% |
| 30D | -11.1% | +36.8% | -47.9% | -13.4% |
| 3M | -8.0% | +23.1% | -31.1% | -9.8% |
| 6M | -29.7% | +3.5% | -33.1% | -30.4% |
| YTD | -29.4% | +25.5% | -54.9% | -31.3% |
| 1Y | -46.4% | +40.1% | -86.5% | -48.5% |
| 3Y | -22.3% | +101.1% | -123.5% | -28.2% |
| 5Y | +4.5% | +70.6% | -66.1% | -3.0% |
| 10Y | +127.6% | +152.1% | -24.5% | +99.4% |
| All | +121.0% | +392.0% | -271.0% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling