+12.6%
ALB vs BTSG
+421.3%
-408.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +1.9% |
| 7D | -4.4% | +5.7% | -10.2% | -5.6% |
| 30D | -1.2% | +0.2% | -1.4% | -1.3% |
| 3M | -13.3% | +5.6% | -18.9% | -15.3% |
| 6M | -19.8% | +50.8% | -70.5% | -28.5% |
| YTD | -7.9% | +67.0% | -75.0% | -20.0% |
| 1Y | +60.2% | +145.5% | -85.4% | +26.7% |
| All | +12.6% | +421.3% | -408.7% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling