-8.0%
BA vs BTG
+38.4%
-46.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +1.2% | -0.9% | +2.0% | +1.2% |
| 30D | -11.6% | +36.8% | -48.5% | -16.4% |
| 3M | -2.4% | +23.1% | -25.5% | -6.5% |
| 6M | -6.6% | +3.5% | -10.1% | -10.0% |
| YTD | -2.2% | +25.5% | -27.7% | -6.4% |
| 1Y | -8.0% | +40.1% | -48.1% | -12.6% |
| All | -8.0% | +38.4% | -46.4% | -12.6% |
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