-63.4%
ALB vs BTG
+30.0%
-93.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -5.8% | -9.1% | +3.3% | -3.1% |
| 30D | -4.5% | -1.6% | -2.9% | -4.4% |
| 3M | -28.1% | -2.8% | -25.3% | -28.1% |
| 6M | -53.2% | -7.6% | -45.6% | -52.9% |
| YTD | -33.3% | +10.2% | -43.5% | -36.9% |
| 1Y | -17.4% | +21.3% | -38.7% | -24.0% |
| 3Y | -14.1% | +82.7% | -96.8% | -33.0% |
| All | -63.4% | +30.0% | -93.3% | -66.2% |
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