+73.4%
ALB vs BTG
+159.3%
-85.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.1% | -3.8% |
| 7D | -6.9% | -3.8% | -3.2% | -6.3% |
| 30D | -8.4% | +3.6% | -12.1% | -9.2% |
| 3M | -25.9% | +32.0% | -57.9% | -30.0% |
| 6M | -29.7% | +3.4% | -33.1% | -31.0% |
| YTD | -16.5% | +20.8% | -37.3% | -19.9% |
| 1Y | +58.7% | +22.4% | +36.3% | +51.5% |
| 3Y | -34.0% | +91.7% | -125.7% | -42.0% |
| 5Y | -48.3% | +79.0% | -127.3% | -54.5% |
| All | +73.4% | +159.3% | -85.8% | +52.7% |
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