-28.8%
ACN vs BTSG
+495.4%
-524.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -5.7% | +8.5% | -14.2% | -6.2% |
| 30D | +17.0% | +14.0% | +3.0% | +15.9% |
| 3M | +39.9% | +19.7% | +20.1% | +37.9% |
| 6M | +50.2% | +28.7% | +21.5% | +44.9% |
| YTD | -4.2% | +90.8% | -94.9% | -12.7% |
| 1Y | +4.3% | +112.4% | -108.1% | -6.4% |
| All | -28.8% | +495.4% | -524.3% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling