+559.0%
BTSG vs ABCL
+132.0%
+427.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.2% | +4.9% |
| 7D | +3.8% | +2.3% | +1.5% | +3.6% |
| 30D | +13.7% | -0.7% | +14.4% | +13.5% |
| 3M | +18.0% | +33.4% | -15.4% | +14.7% |
| 6M | +32.2% | +137.8% | -105.6% | +20.1% |
| YTD | +93.6% | +264.3% | -170.8% | +66.5% |
| 1Y | +115.9% | +209.2% | -93.2% | +88.7% |
| All | +559.0% | +132.0% | +427.0% | +458.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling