-15.6%
AA vs BTI
+154.4%
-170.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | +1.1% | -3.0% | +4.2% | +2.3% |
| 30D | -1.3% | +9.8% | -11.0% | -5.4% |
| 3M | -23.9% | +9.2% | -33.1% | -27.2% |
| 6M | -36.8% | +4.0% | -40.9% | -38.8% |
| YTD | -22.2% | +12.7% | -34.9% | -28.6% |
| 1Y | +10.4% | +15.9% | -5.6% | -0.6% |
| 3Y | +72.0% | +148.9% | -76.9% | -16.2% |
| 5Y | -15.6% | +152.8% | -168.4% | -59.0% |
| All | -15.6% | +154.4% | -170.0% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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