+114.2%
BTSG vs ACM
-45.3%
+159.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.0% | +3.0% | +1.0% | +3.4% |
| 30D | +15.3% | +19.7% | -4.4% | +11.3% |
| 3M | +25.4% | +5.3% | +20.1% | +23.9% |
| 6M | +31.9% | -10.8% | +42.6% | +34.8% |
| YTD | +93.9% | -25.1% | +119.0% | +109.1% |
| 1Y | +114.2% | -45.8% | +159.9% | +112.4% |
| All | +114.2% | -45.3% | +159.4% | +112.4% |
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