+70.7%
BAM vs BTG
+80.0%
-9.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.6% |
| 7D | -3.9% | +2.4% | -6.3% | -4.3% |
| 30D | -8.8% | +9.5% | -18.3% | -10.1% |
| 3M | +2.2% | +38.5% | -36.3% | -3.2% |
| 6M | +5.9% | +5.6% | +0.3% | +3.9% |
| YTD | -6.1% | +23.9% | -30.0% | -10.7% |
| 1Y | -11.6% | +32.1% | -43.8% | -17.6% |
| 3Y | +51.7% | +103.2% | -51.5% | +27.4% |
| All | +70.7% | +80.0% | -9.3% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling