+452.1%
BTSG vs ACI
-37.4%
+489.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | -3.6% | +5.9% | -9.5% | -3.6% |
| 3M | +5.8% | -19.8% | +25.6% | +6.3% |
| 6M | +44.7% | -24.7% | +69.5% | +45.7% |
| YTD | +62.2% | -24.4% | +86.6% | +62.8% |
| 1Y | +152.1% | -31.5% | +183.6% | +156.0% |
| All | +452.1% | -37.4% | +489.5% | +442.7% |
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