+8,394.4%
ALM vs BTG
+194.1%
+8,200.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.9% | +11.7% | +8.8% |
| 7D | +8.4% | +4.8% | +3.6% | +8.5% |
| 30D | +34.8% | +8.3% | +26.5% | +35.0% |
| 3M | +16.2% | +32.3% | -16.1% | +16.6% |
| 6M | +2.1% | +3.0% | -0.8% | +1.5% |
| YTD | +117.0% | +21.9% | +95.1% | +117.6% |
| 1Y | +313.9% | +28.2% | +285.7% | +316.8% |
| 3Y | +2,327.9% | +99.9% | +2,228.0% | +2,444.4% |
| 5Y | +1,040.6% | +73.6% | +967.1% | +1,091.7% |
| 10Y | +3,219.4% | +136.5% | +3,082.9% | +4,057.8% |
| All | +8,394.4% | +194.1% | +8,200.2% | +1,882.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling