-25.8%
ACN vs BTG
+30.0%
-55.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -3.8% | -9.1% | +5.2% | -3.2% |
| 30D | +16.5% | -1.6% | +18.1% | +16.4% |
| 3M | +41.5% | -2.8% | +44.3% | +41.2% |
| 6M | +60.1% | -7.6% | +67.7% | +59.8% |
| YTD | -3.9% | +10.2% | -14.2% | -6.6% |
| 1Y | +4.1% | +21.3% | -17.2% | +0.1% |
| 3Y | -15.9% | +82.7% | -98.5% | -26.2% |
| All | -25.8% | +30.0% | -55.7% | -31.8% |
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