+117.9%
BTSG vs ABCL
+138.2%
-20.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +17.4% | -10.0% | +27.4% | +17.6% |
| 30D | +12.6% | -10.9% | +23.5% | +12.8% |
| 3M | +11.2% | +101.6% | -90.4% | +6.6% |
| 6M | +30.4% | +167.5% | -137.2% | +19.2% |
| YTD | +86.4% | +259.1% | -172.7% | +61.0% |
| 1Y | +117.9% | +152.2% | -34.2% | +98.7% |
| All | +117.9% | +138.2% | -20.3% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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