+468.7%
BTSG vs ACM
-23.7%
+492.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.3% |
| 7D | +5.7% | -0.3% | +6.0% | +5.9% |
| 30D | +0.2% | -12.9% | +13.1% | +5.4% |
| 3M | +5.6% | -6.4% | +12.0% | +7.6% |
| 6M | +50.8% | -29.2% | +80.0% | +73.2% |
| YTD | +67.0% | -29.9% | +97.0% | +91.8% |
| 1Y | +145.5% | -47.3% | +192.8% | +220.0% |
| All | +468.7% | -23.7% | +492.4% | +496.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling