+358.7%
ALAB vs BTG
+132.6%
+226.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -4.6% |
| 7D | +0.6% | -5.5% | +6.1% | +2.1% |
| 30D | -8.8% | +6.1% | -14.9% | -10.3% |
| 3M | -14.0% | +38.6% | -52.6% | -22.4% |
| 6M | +144.3% | +0.7% | +143.6% | +139.6% |
| YTD | +71.0% | +20.3% | +50.7% | +59.7% |
| 1Y | +23.5% | +25.0% | -1.5% | +11.9% |
| All | +358.7% | +132.6% | +226.1% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling