+272.4%
ALM vs BTG
+27.7%
+244.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.9% | -6.7% | -7.9% |
| 7D | -7.1% | -5.5% | -1.7% | -4.2% |
| 30D | +24.7% | +6.1% | +18.6% | +20.5% |
| 3M | +8.3% | +38.6% | -30.3% | -11.5% |
| 6M | -22.2% | +0.7% | -22.8% | -24.0% |
| YTD | +88.1% | +20.3% | +67.7% | +69.5% |
| 1Y | +272.4% | +25.0% | +247.3% | +209.5% |
| All | +272.4% | +27.7% | +244.7% | +209.5% |
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 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