-21.7%
AS vs BTG
+29.7%
-51.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -2.4% |
| 7D | -2.6% | +4.8% | -7.4% | -3.4% |
| 30D | -22.1% | +8.3% | -30.5% | -23.4% |
| 3M | -15.3% | +32.3% | -47.6% | -20.1% |
| 6M | -15.6% | +3.0% | -18.5% | -18.0% |
| YTD | -23.2% | +21.9% | -45.1% | -27.4% |
| 1Y | -21.7% | +28.2% | -49.9% | -19.7% |
| All | -21.7% | +29.7% | -51.4% | -19.7% |
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