+294.0%
ALB vs BTG
+378.0%
-84.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +2.9% |
| 7D | -4.4% | +4.8% | -9.2% | -5.0% |
| 30D | -1.2% | +8.3% | -9.5% | -2.3% |
| 3M | -13.3% | +32.3% | -45.6% | -16.5% |
| 6M | -19.8% | +3.0% | -22.7% | -20.7% |
| YTD | -7.9% | +21.9% | -29.8% | -10.5% |
| 1Y | +60.2% | +28.2% | +32.0% | +54.6% |
| 3Y | -26.4% | +99.9% | -126.3% | -33.0% |
| 5Y | -42.5% | +73.6% | -116.1% | -47.4% |
| 10Y | +83.0% | +136.5% | -53.5% | +57.1% |
| All | +294.0% | +378.0% | -84.0% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling