+468.7%
BTSG vs ACI
-39.5%
+508.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +3.0% |
| 7D | +5.7% | -2.6% | +8.3% | +5.7% |
| 30D | +0.2% | +1.1% | -0.9% | +0.2% |
| 3M | +5.6% | -23.6% | +29.3% | +6.2% |
| 6M | +50.8% | -29.9% | +80.7% | +52.3% |
| YTD | +67.0% | -26.9% | +93.9% | +67.6% |
| 1Y | +145.5% | -34.2% | +179.8% | +149.5% |
| All | +468.7% | -39.5% | +508.2% | +458.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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