+117.9%
BTSG vs ALM
+44.8%
+73.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.2% |
| 7D | +17.4% | -6.4% | +23.8% | +18.0% |
| 30D | +12.6% | -35.0% | +47.6% | +16.8% |
| 3M | +11.2% | -33.8% | +45.0% | +14.7% |
| 6M | +30.4% | -55.0% | +85.4% | +36.1% |
| YTD | +86.4% | -0.2% | +86.6% | +85.1% |
| 1Y | +117.9% | +41.8% | +76.1% | +117.5% |
| All | +117.9% | +44.8% | +73.1% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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