+114.1%
AS vs BTG
+110.3%
+3.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -2.3% |
| 7D | -2.6% | +4.8% | -7.4% | -3.5% |
| 30D | -22.1% | +8.3% | -30.5% | -23.5% |
| 3M | -15.3% | +32.3% | -47.6% | -20.4% |
| 6M | -15.6% | +3.0% | -18.5% | -17.5% |
| YTD | -23.2% | +21.9% | -45.1% | -27.8% |
| 1Y | -21.7% | +28.2% | -49.9% | -28.0% |
| All | +114.1% | +110.3% | +3.8% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling