+468.7%
BTSG vs ALLY
+24.3%
+444.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +4.1% |
| 7D | +5.7% | +1.0% | +4.7% | +5.3% |
| 30D | +0.2% | -3.3% | +3.5% | +1.3% |
| 3M | +5.6% | +0.5% | +5.2% | +5.1% |
| 6M | +50.8% | +12.6% | +38.2% | +43.4% |
| YTD | +67.0% | -4.7% | +71.7% | +67.9% |
| 1Y | +145.5% | +5.2% | +140.3% | +136.8% |
| All | +468.7% | +24.3% | +444.4% | +419.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling