-41.1%
ACN vs BTG
+78.0%
-119.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | -1.5% | -3.8% | +2.2% | -1.2% |
| 30D | +2.1% | +3.6% | -1.5% | +1.8% |
| 3M | +11.1% | +32.0% | -20.9% | +8.5% |
| 6M | -6.8% | +3.4% | -10.2% | -7.6% |
| YTD | -30.0% | +20.8% | -50.8% | -32.1% |
| 1Y | -23.1% | +22.4% | -45.5% | -26.2% |
| 3Y | -40.4% | +91.7% | -132.1% | -47.3% |
| All | -41.1% | +78.0% | -119.2% | -48.7% |
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