+16.9%
ALC vs BTG
+145.3%
-128.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.4% |
| 7D | -7.7% | -5.5% | -2.2% | -7.1% |
| 30D | -11.7% | +6.1% | -17.8% | -12.4% |
| 3M | +0.7% | +38.6% | -38.0% | -3.6% |
| 6M | -17.1% | +0.7% | -17.8% | -18.0% |
| YTD | -15.1% | +20.3% | -35.5% | -18.4% |
| 1Y | -14.1% | +25.0% | -39.2% | -18.3% |
| 3Y | -18.2% | +97.3% | -115.5% | -28.3% |
| 5Y | -19.2% | +78.3% | -97.5% | -28.9% |
| All | +16.9% | +145.3% | -128.4% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling