+283.5%
BA vs BTG
+392.0%
-108.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +1.2% | -0.9% | +2.0% | +1.2% |
| 30D | -11.6% | +36.8% | -48.5% | -13.7% |
| 3M | -2.4% | +23.1% | -25.5% | -4.0% |
| 6M | -6.6% | +3.5% | -10.1% | -7.3% |
| YTD | -2.2% | +25.5% | -27.7% | -4.3% |
| 1Y | -8.0% | +40.1% | -48.1% | -10.9% |
| 3Y | -5.0% | +101.1% | -106.1% | -10.7% |
| 5Y | -2.7% | +70.6% | -73.3% | -8.2% |
| 10Y | +75.9% | +152.1% | -76.2% | +60.8% |
| All | +283.5% | +392.0% | -108.5% | +191.9% |
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