+176.7%
ALLY vs BTG
+160.5%
+16.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.8% |
| 7D | -2.8% | +1.4% | -4.1% | -2.9% |
| 30D | +1.9% | -1.1% | +3.0% | +1.9% |
| 3M | -12.1% | +2.5% | -14.7% | -12.5% |
| 6M | -9.0% | -3.1% | -5.9% | -9.3% |
| YTD | -12.9% | +16.3% | -29.2% | -15.2% |
| 1Y | -0.1% | +27.6% | -27.7% | -3.5% |
| 3Y | +64.6% | +89.5% | -24.9% | +50.3% |
| 5Y | -10.1% | +33.6% | -43.7% | -16.7% |
| 10Y | +176.7% | +178.2% | -1.5% | +158.1% |
| All | +176.7% | +160.5% | +16.1% | +158.1% |
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 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