+61.5%
ALB vs BTSG
+152.4%
-91.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.3% |
| 7D | -8.1% | +2.7% | -10.8% | -8.5% |
| 30D | +6.3% | -3.6% | +9.9% | +6.8% |
| 3M | -23.6% | +5.8% | -29.4% | -25.3% |
| 6M | -24.6% | +44.7% | -69.3% | -31.3% |
| YTD | -10.3% | +62.2% | -72.4% | -19.0% |
| 1Y | +61.5% | +152.1% | -90.6% | +63.4% |
| All | +61.5% | +152.4% | -91.0% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling