+463.5%
BTSG vs ACGL
+26.7%
+436.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.9% | -2.1% | +5.0% | +3.2% |
| 30D | +0.9% | -2.2% | +3.0% | +1.2% |
| 3M | +1.6% | +6.3% | -4.7% | +0.7% |
| 6M | +46.8% | +0.5% | +46.3% | +46.5% |
| YTD | +65.5% | +0.2% | +65.3% | +64.8% |
| 1Y | +136.2% | +7.3% | +129.0% | +131.2% |
| All | +463.5% | +26.7% | +436.9% | +478.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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