+463.5%
BTSG vs ACM
-26.0%
+489.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | +0.2% |
| 7D | +2.9% | -3.7% | +6.6% | +4.3% |
| 30D | +0.9% | -12.7% | +13.5% | +5.9% |
| 3M | +1.6% | -9.8% | +11.4% | +4.9% |
| 6M | +46.8% | -31.4% | +78.2% | +70.6% |
| YTD | +65.5% | -32.1% | +97.6% | +92.2% |
| 1Y | +136.2% | -47.8% | +184.1% | +207.6% |
| All | +463.5% | -26.0% | +489.6% | +498.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling