-62.0%
ALNY vs BTSG
+111.7%
-173.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -30.7% | +17.4% | -48.1% | -29.5% |
| 30D | -26.7% | +12.6% | -39.3% | -25.7% |
| 3M | -26.4% | +11.2% | -37.6% | -25.3% |
| 6M | -45.9% | +30.4% | -76.3% | -45.5% |
| YTD | -59.5% | +86.4% | -145.9% | -59.2% |
| 1Y | -62.0% | +117.9% | -179.9% | -60.0% |
| All | -62.0% | +111.7% | -173.7% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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