-46.3%
ALB vs BTG
+74.4%
-120.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.1% |
| 7D | -7.6% | -5.8% | -1.8% | -6.0% |
| 30D | -5.6% | +5.7% | -11.3% | -7.6% |
| 3M | -16.8% | +38.1% | -55.0% | -25.5% |
| 6M | -26.3% | +0.3% | -26.6% | -28.1% |
| YTD | -13.2% | +19.9% | -33.1% | -19.3% |
| 1Y | +68.8% | +24.6% | +44.2% | +54.5% |
| 3Y | -30.7% | +96.6% | -127.3% | -46.3% |
| 5Y | -46.3% | +77.7% | -124.0% | -57.1% |
| All | -46.3% | +74.4% | -120.6% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling