+452.1%
BTSG vs ALM
+1,666.7%
-1,214.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | +2.7% | -2.6% | +5.3% | +2.9% |
| 30D | -3.6% | +32.0% | -35.6% | -6.1% |
| 3M | +5.8% | -15.0% | +20.8% | +5.8% |
| 6M | +44.7% | -10.1% | +54.9% | +42.7% |
| YTD | +62.2% | +99.4% | -37.3% | +50.1% |
| 1Y | +152.1% | +316.4% | -164.3% | +119.1% |
| All | +452.1% | +1,666.7% | -1,214.6% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling