+106.0%
BTSG vs ALLY
+0.5%
+105.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.8% |
| 7D | +4.4% | -0.2% | +4.6% | +4.4% |
| 30D | +8.5% | +3.4% | +5.0% | +7.4% |
| 3M | +10.8% | -11.1% | +21.8% | +13.7% |
| 6M | +26.1% | -11.5% | +37.6% | +29.4% |
| YTD | +84.6% | -12.3% | +97.0% | +86.6% |
| All | +106.0% | +0.5% | +105.5% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling