+124.3%
BTSG vs ALLY
-1.0%
+125.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | +6.0% | +0.4% | +5.7% | +6.0% |
| 30D | +12.4% | +5.2% | +7.2% | +10.9% |
| 3M | +18.2% | -13.3% | +31.5% | +21.9% |
| 6M | +26.0% | -6.7% | +32.7% | +27.0% |
| YTD | +90.1% | -12.8% | +103.0% | +91.2% |
| 1Y | +124.3% | +0.7% | +123.6% | +116.2% |
| All | +124.3% | -1.0% | +125.3% | +116.2% |
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