+547.4%
BTSG vs ACGL
+44.5%
+502.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +6.0% | +2.2% | +3.9% | +5.8% |
| 30D | +12.4% | +12.3% | +0.1% | +10.7% |
| 3M | +18.2% | +11.8% | +6.4% | +16.5% |
| 6M | +26.0% | +17.5% | +8.6% | +23.3% |
| YTD | +90.1% | +14.3% | +75.9% | +86.0% |
| 1Y | +124.3% | +18.2% | +106.1% | +117.7% |
| All | +547.4% | +44.5% | +502.9% | +553.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling