-16.0%
ALC vs BTG
+96.6%
-112.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.7% |
| 7D | -3.7% | +4.8% | -8.5% | -4.1% |
| 30D | -3.7% | +8.3% | -12.1% | -4.6% |
| 3M | +4.6% | +32.3% | -27.7% | +1.3% |
| 6M | -14.6% | +3.0% | -17.6% | -15.4% |
| YTD | -11.9% | +21.9% | -33.8% | -14.9% |
| 1Y | -13.1% | +28.2% | -41.3% | -17.1% |
| All | -16.0% | +96.6% | -112.6% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling