+510.5%
BTSG vs ALK
+4.9%
+505.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.8% |
| 7D | +0.4% | +9.0% | -8.7% | -2.2% |
| 30D | +5.3% | -1.6% | +6.9% | +5.3% |
| 3M | +10.8% | -23.2% | +34.0% | +18.6% |
| 6M | +27.3% | -3.9% | +31.2% | +26.2% |
| YTD | +79.3% | -22.6% | +101.9% | +86.3% |
| 1Y | +106.0% | -5.3% | +111.3% | +98.5% |
| All | +510.5% | +4.9% | +505.6% | +461.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling