-16.7%
ALC vs BTG
+75.0%
-91.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.2% |
| 7D | -5.3% | +2.4% | -7.7% | -5.6% |
| 30D | -7.1% | +9.5% | -16.5% | -8.4% |
| 3M | +0.8% | +38.5% | -37.7% | -4.4% |
| 6M | -16.0% | +5.6% | -21.6% | -17.6% |
| YTD | -12.7% | +23.9% | -36.7% | -17.3% |
| 1Y | -12.8% | +32.1% | -45.0% | -19.0% |
| 3Y | -15.8% | +103.2% | -119.0% | -30.5% |
| 5Y | -16.7% | +79.7% | -96.4% | -29.8% |
| All | -16.7% | +75.0% | -91.7% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling