-2.4%
ALK vs BTG
+26.4%
-28.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | +2.6% | +1.4% | +1.2% | +2.1% |
| 30D | +7.8% | -1.1% | +8.9% | +7.6% |
| 3M | -15.2% | +2.5% | -17.8% | -16.4% |
| 6M | +5.0% | -3.1% | +8.1% | +5.3% |
| YTD | -18.4% | +16.3% | -34.7% | -24.3% |
| 1Y | -2.4% | +27.6% | -30.0% | -13.7% |
| All | -2.4% | +26.4% | -28.8% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling