+23.3%
BA vs BTG
+164.8%
-141.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -1.1% | -9.1% | +8.0% | 0.0% |
| 30D | -7.1% | -1.6% | -5.5% | -7.2% |
| 3M | -25.5% | -2.8% | -22.7% | -25.6% |
| 6M | -28.7% | -7.6% | -21.1% | -28.8% |
| YTD | -21.0% | +10.2% | -31.2% | -23.4% |
| 1Y | -11.9% | +21.3% | -33.1% | -15.7% |
| 3Y | -16.2% | +82.7% | -98.8% | -25.4% |
| 5Y | -22.4% | +30.8% | -53.2% | -29.2% |
| All | +23.3% | +164.8% | -141.5% | +7.5% |
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