+559.0%
BTSG vs ALM
+718.5%
-159.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -7.2% | +12.1% | +5.4% |
| 7D | +3.8% | -6.3% | +10.1% | +4.3% |
| 30D | +13.7% | -31.4% | +45.2% | +17.0% |
| 3M | +18.0% | -40.6% | +58.5% | +22.3% |
| 6M | +32.2% | -58.6% | +90.8% | +39.4% |
| YTD | +93.6% | -7.6% | +101.2% | +90.1% |
| 1Y | +115.9% | +13.8% | +102.1% | +108.4% |
| All | +559.0% | +718.5% | -159.5% | +500.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling