+874.4%
BAH vs BTG
+195.4%
+679.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.9% |
| 7D | -4.3% | +4.8% | -9.1% | -4.5% |
| 30D | -4.5% | +8.3% | -12.8% | -4.7% |
| 3M | -7.6% | +32.3% | -39.9% | -8.6% |
| 6M | -10.6% | +3.0% | -13.6% | -11.0% |
| YTD | -12.6% | +21.9% | -34.5% | -13.5% |
| 1Y | -27.0% | +28.2% | -55.2% | -28.0% |
| 3Y | -31.5% | +99.9% | -131.4% | -33.7% |
| 5Y | -3.8% | +73.6% | -77.4% | -6.9% |
| 10Y | +183.9% | +136.5% | +47.4% | +170.7% |
| All | +874.4% | +195.4% | +679.0% | +813.4% |
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