+2,776.7%
ALM vs BTG
+158.3%
+2,618.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.9% | -6.7% | -8.9% |
| 7D | -7.1% | -5.5% | -1.7% | -5.9% |
| 30D | +24.7% | +6.1% | +18.6% | +23.0% |
| 3M | +8.3% | +38.6% | -30.3% | +0.1% |
| 6M | -22.2% | +0.7% | -22.8% | -22.7% |
| YTD | +88.1% | +20.3% | +67.7% | +80.9% |
| 1Y | +272.4% | +25.0% | +247.3% | +254.2% |
| 3Y | +2,004.1% | +97.3% | +1,906.8% | +1,748.8% |
| 5Y | +915.8% | +78.3% | +837.5% | +787.2% |
| All | +2,776.7% | +158.3% | +2,618.4% | +2,505.6% |
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