-21.9%
AS vs BTG
+38.4%
-60.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.8% |
| 7D | -4.9% | -0.9% | -4.0% | -4.8% |
| 30D | -19.6% | +36.8% | -56.4% | -24.3% |
| 3M | -14.4% | +23.1% | -37.5% | -18.1% |
| 6M | -20.1% | +3.5% | -23.6% | -22.6% |
| YTD | -20.9% | +25.5% | -46.4% | -25.5% |
| 1Y | -21.9% | +40.1% | -62.0% | -15.8% |
| All | -21.9% | +38.4% | -60.2% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling