-49.8%
ACN vs BTSG
+382.3%
-432.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.6% | +7.8% | +1.7% |
| 7D | -7.9% | -5.8% | -2.1% | -7.5% |
| 30D | -1.1% | 0.0% | -1.0% | -1.2% |
| 3M | +5.6% | -4.5% | +10.1% | +4.8% |
| 6M | -9.9% | +40.0% | -50.0% | -15.5% |
| YTD | -32.3% | +54.6% | -86.9% | -37.4% |
| 1Y | -25.3% | +106.1% | -131.4% | -33.5% |
| All | -49.8% | +382.3% | -432.1% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling