+152.1%
BTSG vs ACM
-45.8%
+197.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +2.7% | -3.7% | +6.5% | +3.6% |
| 30D | -3.6% | -11.1% | +7.5% | -1.1% |
| 3M | +5.8% | -8.0% | +13.8% | +7.6% |
| 6M | +44.7% | -29.7% | +74.4% | +58.0% |
| YTD | +62.2% | -29.4% | +91.5% | +77.9% |
| 1Y | +152.1% | -46.4% | +198.5% | +180.2% |
| All | +152.1% | -45.8% | +197.9% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling