+117.0%
AAPL vs BTI
+114.1%
+2.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -3.0% | -2.4% | -0.5% | -2.5% |
| 30D | +2.3% | -4.8% | +7.1% | +3.2% |
| 3M | +8.6% | -8.1% | +16.7% | +10.2% |
| 6M | +21.6% | -4.2% | +25.7% | +22.1% |
| YTD | +16.3% | -1.3% | +17.6% | +16.2% |
| 1Y | +35.1% | +2.1% | +32.9% | +34.0% |
| 3Y | +79.4% | +108.9% | -29.5% | +48.2% |
| All | +117.0% | +114.1% | +2.9% | +85.2% |
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