+212.5%
AA vs BTI
+6,890.1%
-6,677.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.2% |
| 7D | +0.5% | +1.6% | -1.1% | -0.1% |
| 30D | -0.6% | +9.2% | -9.8% | -3.9% |
| 3M | -19.7% | +9.6% | -29.3% | -22.7% |
| 6M | -41.6% | -2.4% | -39.1% | -41.8% |
| YTD | -24.6% | +14.2% | -38.9% | -29.5% |
| 1Y | +4.9% | +20.3% | -15.4% | -3.8% |
| 3Y | +66.8% | +147.4% | -80.6% | +15.6% |
| 5Y | -19.4% | +155.4% | -174.9% | -44.2% |
| 10Y | +43.1% | +127.3% | -84.2% | +1.6% |
| All | +212.5% | +6,890.1% | -6,677.7% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling