+112.4%
BTSG vs ACM
-46.1%
+158.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +8.5% | +5.1% | +3.4% | +7.4% |
| 30D | +14.0% | +18.7% | -4.6% | +10.3% |
| 3M | +19.7% | +15.5% | +4.3% | +16.3% |
| 6M | +28.7% | +1.2% | +27.5% | +28.2% |
| YTD | +90.8% | -25.2% | +116.0% | +106.0% |
| 1Y | +112.4% | -46.3% | +158.7% | +112.7% |
| All | +112.4% | -46.1% | +158.5% | +112.7% |
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