-25.0%
BAH vs BTG
+24.8%
-49.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.9% | +7.7% | +4.9% |
| 7D | +2.4% | -5.5% | +7.9% | +2.6% |
| 30D | -2.9% | +6.1% | -9.1% | -3.3% |
| 3M | -1.3% | +38.6% | -40.0% | -2.8% |
| 6M | -0.9% | +0.7% | -1.6% | -1.4% |
| YTD | -8.2% | +20.3% | -28.6% | -10.4% |
| All | -25.0% | +24.8% | -49.7% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling