+452.1%
BTSG vs ACGL
+29.3%
+422.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | +2.7% | -0.7% | +3.5% | +2.8% |
| 30D | -3.6% | -1.0% | -2.6% | -3.5% |
| 3M | +5.8% | +11.0% | -5.2% | +4.2% |
| 6M | +44.7% | -0.3% | +45.1% | +44.8% |
| YTD | +62.2% | +2.3% | +59.9% | +61.1% |
| 1Y | +152.1% | +6.4% | +145.7% | +147.8% |
| All | +452.1% | +29.3% | +422.8% | +465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling