-79.5%
RAM vs BTSG
-1.6%
-77.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -5.6% | -26.8% | -28.4% |
| 7D | -49.5% | +9.4% | -58.8% | -51.3% |
| 30D | -63.2% | +3.3% | -66.6% | -62.8% |
| 3M | -58.5% | +4.5% | -63.0% | -58.4% |
| All | -79.5% | -1.6% | -77.9% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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 · Available span rolling