+3.2%
AMCR vs BTSG
+389.4%
-386.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.7% |
| 7D | -6.3% | -3.3% | -3.0% | -6.1% |
| 30D | -7.8% | -1.6% | -6.2% | -7.8% |
| 3M | +7.5% | -6.9% | +14.4% | +7.8% |
| 6M | +2.7% | +42.1% | -39.4% | +0.3% |
| YTD | +6.0% | +56.8% | -50.8% | +3.1% |
| 1Y | +7.8% | +109.8% | -102.0% | +3.3% |
| All | +3.2% | +389.4% | -386.2% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling