-42.0%
ALK vs BTG
+160.5%
-202.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | +7.8% | -1.1% | +8.9% | +7.8% |
| 3M | -15.2% | +2.5% | -17.8% | -15.7% |
| 6M | +5.0% | -3.1% | +8.1% | +4.6% |
| YTD | -18.4% | +16.3% | -34.7% | -20.6% |
| 1Y | -2.4% | +27.6% | -30.0% | -5.9% |
| 3Y | +19.8% | +89.5% | -69.8% | +9.2% |
| 5Y | -27.8% | +33.6% | -61.4% | -33.2% |
| 10Y | -42.0% | +178.2% | -220.2% | -45.9% |
| All | -42.0% | +160.5% | -202.5% | -45.9% |
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