+24.5%
ALAB vs BTSG
+111.7%
-87.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -24.9% | +17.4% | -42.3% | -30.4% |
| 30D | -38.4% | +12.6% | -51.0% | -41.6% |
| 3M | -38.3% | +11.2% | -49.5% | -41.5% |
| 6M | +10.9% | +30.4% | -19.4% | -9.4% |
| YTD | +34.2% | +86.4% | -52.2% | -16.3% |
| 1Y | +24.5% | +117.9% | -93.4% | -33.8% |
| All | +24.5% | +111.7% | -87.2% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling