+549.5%
BTSG vs ALK
+5.2%
+544.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -0.3% |
| 7D | +8.5% | +0.9% | +7.6% | +8.2% |
| 30D | +14.0% | +3.3% | +10.8% | +12.5% |
| 3M | +19.7% | -17.6% | +37.3% | +25.6% |
| 6M | +28.7% | +0.8% | +27.9% | +25.7% |
| YTD | +90.8% | -22.4% | +113.2% | +98.0% |
| 1Y | +112.4% | -10.1% | +122.5% | +108.5% |
| All | +549.5% | +5.2% | +544.4% | +497.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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