+2,100.8%
ALM vs BTG
+164.8%
+1,936.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.7% | +8.0% |
| 7D | +1.2% | -9.1% | +10.3% | +3.8% |
| 30D | -19.3% | -1.6% | -17.7% | -19.0% |
| 3M | -40.6% | -2.8% | -37.8% | -40.1% |
| 6M | -57.9% | -7.6% | -50.3% | -57.1% |
| YTD | -6.7% | +10.2% | -16.9% | -8.1% |
| 1Y | +20.2% | +21.3% | -1.1% | +16.2% |
| 3Y | +879.4% | +82.7% | +796.8% | +783.0% |
| 5Y | +415.3% | +30.8% | +384.5% | +375.6% |
| All | +2,100.8% | +164.8% | +1,936.0% | +2,006.1% |
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