+23.8%
ALC vs BTG
+155.8%
-132.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | -0.1% | +36.8% | -36.9% | -4.0% |
| 3M | +5.9% | +23.1% | -17.2% | +2.7% |
| 6M | -15.9% | +3.5% | -19.4% | -17.1% |
| YTD | -10.1% | +25.5% | -35.6% | -14.0% |
| 1Y | -10.2% | +40.1% | -50.3% | -15.8% |
| 3Y | -13.6% | +101.1% | -114.7% | -24.4% |
| 5Y | -15.1% | +70.6% | -85.7% | -25.2% |
| All | +23.8% | +155.8% | -132.0% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling