+13.0%
AMCR vs BTSG
+152.4%
-139.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -1.9% | +2.7% | -4.6% | -2.1% |
| 30D | -4.1% | -3.6% | -0.5% | -3.8% |
| 3M | +21.7% | +5.8% | +15.9% | +20.4% |
| 6M | +1.5% | +44.7% | -43.2% | -2.6% |
| YTD | +13.1% | +62.2% | -49.0% | +8.6% |
| 1Y | +13.0% | +152.1% | -139.1% | +6.8% |
| All | +13.0% | +152.4% | -139.4% | +6.8% |
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