+185.3%
ALB vs BTG
+332.2%
-146.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -5.8% | -9.1% | +3.3% | -4.7% |
| 30D | -4.5% | -1.6% | -2.9% | -4.4% |
| 3M | -28.1% | -2.8% | -25.3% | -28.0% |
| 6M | -53.2% | -7.6% | -45.6% | -53.0% |
| YTD | -33.3% | +10.2% | -43.5% | -34.5% |
| 1Y | -17.4% | +21.3% | -38.7% | -19.7% |
| 3Y | -14.1% | +82.7% | -96.8% | -20.9% |
| 5Y | -64.0% | +30.8% | -94.8% | -66.1% |
| 10Y | +32.8% | +163.7% | -130.9% | +13.7% |
| All | +185.3% | +332.2% | -146.8% | +107.0% |
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