-42.3%
ACN vs BTG
+94.1%
-136.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.3% |
| 7D | -7.9% | -5.5% | -2.4% | -7.7% |
| 30D | -1.1% | +6.1% | -7.2% | -1.2% |
| 3M | +5.6% | +38.6% | -33.0% | +4.9% |
| 6M | -9.9% | +0.7% | -10.6% | -10.1% |
| YTD | -32.3% | +20.3% | -52.7% | -33.0% |
| 1Y | -25.3% | +25.0% | -50.4% | -26.7% |
| All | -42.3% | +94.1% | -136.4% | -45.4% |
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