-10.1%
BA vs BTG
+78.1%
-88.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | +0.2% |
| 7D | +1.1% | +17.4% | -16.3% | -1.3% |
| 30D | -7.9% | +8.0% | -15.9% | -9.1% |
| 3M | -25.3% | +32.5% | -57.8% | -29.1% |
| 6M | -24.6% | +21.6% | -46.2% | -27.6% |
| YTD | -20.1% | +21.2% | -41.4% | -23.9% |
| 1Y | -11.8% | +43.9% | -55.6% | -18.0% |
| 3Y | -10.1% | +78.6% | -88.7% | -21.7% |
| All | -10.1% | +78.1% | -88.2% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling