+9.5%
ALB vs BTSG
+416.6%
-407.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -8.6% | +2.9% | -11.5% | -9.2% |
| 30D | -4.0% | +0.9% | -4.9% | -4.3% |
| 3M | -17.4% | +1.6% | -19.0% | -18.6% |
| 6M | -25.4% | +46.8% | -72.2% | -33.1% |
| YTD | -10.5% | +65.5% | -76.1% | -22.1% |
| 1Y | +75.8% | +136.2% | -60.4% | +40.5% |
| All | +9.5% | +416.6% | -407.1% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling