+215.4%
BA vs BTG
+355.9%
-140.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.8% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | -7.9% | -1.1% | -6.7% | -7.9% |
| 3M | -25.2% | +2.5% | -27.7% | -25.5% |
| 6M | -26.7% | -3.1% | -23.7% | -27.0% |
| YTD | -19.6% | +16.3% | -35.9% | -21.1% |
| 1Y | -10.6% | +27.6% | -38.2% | -12.8% |
| 3Y | -11.2% | +89.5% | -100.8% | -16.3% |
| 5Y | -20.4% | +33.6% | -54.0% | -24.0% |
| 10Y | +26.8% | +178.2% | -151.4% | +15.8% |
| All | +215.4% | +355.9% | -140.5% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling