+560.2%
BTSG vs ACGL
+43.9%
+516.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.0% | -1.4% | +5.4% | +4.2% |
| 30D | +15.3% | +12.4% | +2.9% | +13.5% |
| 3M | +25.4% | +11.1% | +14.3% | +23.7% |
| 6M | +31.9% | +16.3% | +15.5% | +29.1% |
| YTD | +93.9% | +13.8% | +80.1% | +89.8% |
| 1Y | +114.2% | +20.4% | +93.7% | +106.9% |
| All | +560.2% | +43.9% | +516.3% | +566.4% |
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