+2,234.3%
ALM vs BTG
+99.9%
+2,134.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -5.0% |
| 7D | +3.6% | +2.4% | +1.2% | +2.1% |
| 30D | +33.8% | +9.5% | +24.3% | +27.8% |
| 3M | +14.8% | +38.5% | -23.7% | -3.5% |
| 6M | -7.0% | +5.6% | -12.6% | -11.0% |
| YTD | +108.1% | +23.9% | +84.1% | +85.6% |
| 1Y | +313.8% | +32.1% | +281.6% | +253.0% |
| All | +2,234.3% | +99.9% | +2,134.4% | +1,507.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling