+365.7%
ALAB vs BTSG
+588.2%
-222.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.0% | -10.0% | -8.4% |
| 7D | +3.2% | +5.7% | -2.6% | +0.2% |
| 30D | -13.6% | +0.2% | -13.8% | -14.0% |
| 3M | -16.6% | +5.6% | -22.2% | -20.8% |
| 6M | +142.3% | +50.8% | +91.5% | +93.1% |
| YTD | +73.6% | +67.0% | +6.6% | +31.4% |
| 1Y | +33.7% | +145.5% | -111.9% | -15.7% |
| All | +365.7% | +588.2% | -222.6% | +94.2% |
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