+30.2%
ALC vs BTG
+124.7%
-94.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.3% |
| 7D | -1.1% | -9.1% | +8.0% | 0.0% |
| 30D | +16.0% | -1.6% | +17.7% | +16.0% |
| 3M | +0.8% | -2.8% | +3.6% | +0.7% |
| 6M | +16.8% | -7.6% | +24.4% | +16.8% |
| YTD | -5.5% | +10.2% | -15.7% | -8.5% |
| 1Y | -5.3% | +21.3% | -26.5% | -9.5% |
| 3Y | +4.1% | +82.7% | -78.6% | -8.3% |
| 5Y | -7.1% | +30.8% | -37.9% | -16.1% |
| All | +30.2% | +124.7% | -94.5% | +11.1% |
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