+114.2%
BTSG vs ACGL
+21.3%
+92.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.0% | -1.4% | +5.4% | +3.9% |
| 30D | +15.3% | +12.4% | +2.9% | +16.9% |
| 3M | +25.4% | +11.1% | +14.3% | +27.2% |
| 6M | +31.9% | +16.3% | +15.5% | +36.2% |
| YTD | +93.9% | +13.8% | +80.1% | +99.9% |
| 1Y | +114.2% | +20.4% | +93.7% | +113.2% |
| All | +114.2% | +21.3% | +92.9% | +113.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling