+186.0%
ALLY vs BTG
+147.2%
+38.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.2% |
| 7D | -1.9% | +2.4% | -4.3% | -2.1% |
| 30D | -4.5% | +9.5% | -14.0% | -5.2% |
| 3M | -2.8% | +38.5% | -41.3% | -5.6% |
| 6M | +10.3% | +5.6% | +4.7% | +9.1% |
| YTD | -5.7% | +23.9% | -29.6% | -8.3% |
| 1Y | +3.9% | +32.1% | -28.2% | 0.0% |
| 3Y | +64.7% | +103.2% | -38.5% | +50.5% |
| 5Y | -2.6% | +79.7% | -82.3% | -10.9% |
| 10Y | +186.0% | +159.1% | +26.9% | +165.5% |
| All | +186.0% | +147.2% | +38.8% | +165.5% |
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 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