+135.3%
ACM vs BTG
+332.2%
-196.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +5.6% | -9.1% | +14.7% | +6.4% |
| 30D | +20.8% | -1.6% | +22.4% | +20.8% |
| 3M | +11.4% | -2.8% | +14.2% | +11.4% |
| 6M | +0.9% | -7.6% | +8.5% | +0.9% |
| YTD | -24.8% | +10.2% | -35.1% | -26.2% |
| 1Y | -46.4% | +21.3% | -67.7% | -47.9% |
| 3Y | -9.2% | +82.7% | -91.9% | -15.5% |
| 5Y | +5.0% | +30.8% | -25.8% | -0.7% |
| 10Y | +130.6% | +163.7% | -33.1% | +101.9% |
| All | +135.3% | +332.2% | -196.9% | +55.9% |
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