+468.7%
BTSG vs ALK
+9.7%
+459.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.1% | +3.9% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | +0.2% | -18.5% | +18.7% | +6.0% |
| 3M | +5.6% | -3.6% | +9.2% | +5.7% |
| 6M | +50.8% | -3.7% | +54.5% | +49.3% |
| YTD | +67.0% | -19.0% | +86.1% | +72.3% |
| 1Y | +145.5% | -36.0% | +181.6% | +173.4% |
| All | +468.7% | +9.7% | +459.0% | +419.6% |
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