+843.1%
ALM vs BTG
+78.0%
+765.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.7% |
| 7D | -11.8% | -3.8% | -8.1% | -10.6% |
| 30D | +7.8% | +3.6% | +4.2% | +6.4% |
| 3M | -9.3% | +32.0% | -41.3% | -18.7% |
| 6M | -30.5% | +3.4% | -33.8% | -32.1% |
| YTD | +75.8% | +20.8% | +55.0% | +64.3% |
| 1Y | +241.2% | +22.4% | +218.8% | +215.1% |
| 3Y | +1,872.6% | +91.7% | +1,780.9% | +1,521.5% |
| All | +843.1% | +78.0% | +765.1% | +670.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling