+223.4%
BAC vs BTG
+392.0%
-168.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | -0.4% | +36.8% | -37.2% | -1.8% |
| 3M | +16.9% | +23.1% | -6.2% | +15.6% |
| 6M | +26.6% | +3.5% | +23.1% | +25.9% |
| YTD | +15.8% | +25.5% | -9.7% | +14.0% |
| 1Y | +27.2% | +40.1% | -12.9% | +24.4% |
| 3Y | +132.4% | +101.1% | +31.3% | +122.5% |
| 5Y | +72.6% | +70.6% | +2.0% | +65.4% |
| 10Y | +389.7% | +152.1% | +237.6% | +351.0% |
| All | +223.4% | +392.0% | -168.6% | +161.9% |
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