+547.4%
BTSG vs ACI
-34.0%
+581.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | +6.0% | +2.3% | +3.8% | +6.0% |
| 30D | +12.4% | +1.2% | +11.2% | +12.4% |
| 3M | +18.2% | +6.8% | +11.4% | +18.2% |
| 6M | +26.0% | -18.7% | +44.8% | +26.8% |
| YTD | +90.1% | -20.2% | +110.4% | +90.7% |
| 1Y | +124.3% | -23.7% | +148.0% | +126.1% |
| All | +547.4% | -34.0% | +581.3% | +536.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling