+138.4%
BTSG vs ACGL
+5.3%
+133.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +2.7% |
| 7D | +5.7% | -2.9% | +8.7% | +5.4% |
| 30D | +0.2% | -2.8% | +3.0% | -0.1% |
| 3M | +5.6% | +6.8% | -1.2% | +7.7% |
| 6M | +50.8% | -1.5% | +52.3% | +51.7% |
| YTD | +67.0% | -0.2% | +67.3% | +68.3% |
| All | +138.4% | +5.3% | +133.1% | +139.7% |
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