+136.2%
BTSG vs ACM
-48.7%
+185.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.2% |
| 7D | +2.9% | -3.7% | +6.6% | +3.7% |
| 30D | +0.9% | -12.7% | +13.5% | +4.0% |
| 3M | +1.6% | -9.8% | +11.4% | +3.8% |
| 6M | +46.8% | -31.4% | +78.2% | +61.3% |
| YTD | +65.5% | -32.1% | +97.6% | +83.3% |
| 1Y | +136.2% | -47.8% | +184.1% | +161.7% |
| All | +136.2% | -48.7% | +185.0% | +161.7% |
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