+2.5%
ALB vs BTSG
+389.4%
-386.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.8% |
| 7D | -6.6% | -3.3% | -3.3% | -5.9% |
| 30D | -8.1% | -1.6% | -6.5% | -7.8% |
| 3M | -25.7% | -6.9% | -18.8% | -25.3% |
| 6M | -29.5% | +42.1% | -71.6% | -36.4% |
| YTD | -16.2% | +56.8% | -73.0% | -26.2% |
| 1Y | +59.2% | +109.8% | -50.6% | +30.8% |
| All | +2.5% | +389.4% | -386.9% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling