+463.5%
BTSG vs ALC
-10.3%
+473.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +2.9% | -5.3% | +8.2% | +4.5% |
| 30D | +0.9% | -7.1% | +7.9% | +2.9% |
| 3M | +1.6% | +0.8% | +0.8% | +0.9% |
| 6M | +46.8% | -16.0% | +62.8% | +55.2% |
| YTD | +65.5% | -12.7% | +78.3% | +72.3% |
| 1Y | +136.2% | -12.8% | +149.1% | +145.5% |
| All | +463.5% | -10.3% | +473.8% | +504.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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