-25.5%
AR vs BTG
+171.8%
-197.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +7.4% | -9.1% | +16.4% | +8.4% |
| 30D | +5.8% | -1.6% | +7.4% | +5.6% |
| 3M | +5.2% | -2.8% | +8.0% | +4.9% |
| 6M | +5.4% | -7.6% | +13.0% | +5.1% |
| YTD | +12.4% | +10.2% | +2.2% | +8.0% |
| 1Y | +12.8% | +21.3% | -8.4% | +6.9% |
| 3Y | +47.2% | +82.7% | -35.5% | +29.0% |
| 5Y | +101.1% | +30.8% | +70.3% | +81.9% |
| 10Y | +57.6% | +163.7% | -106.1% | +28.0% |
| All | -25.5% | +171.8% | -197.3% | -45.9% |
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