+69.0%
BAM vs BTG
+74.8%
-5.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.6% |
| 7D | -6.1% | -5.5% | -0.6% | -5.3% |
| 30D | -13.8% | +6.1% | -19.9% | -14.7% |
| 3M | +4.4% | +38.6% | -34.3% | -1.2% |
| 6M | +6.4% | +0.7% | +5.7% | +5.2% |
| YTD | -7.1% | +20.3% | -27.4% | -11.2% |
| 1Y | -11.8% | +25.0% | -36.9% | -17.1% |
| 3Y | +50.2% | +97.3% | -47.1% | +26.6% |
| All | +69.0% | +74.8% | -5.8% | +40.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling