+197.1%
ABT vs BTI
+73.8%
+123.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -5.9% | -0.2% | -5.7% | -5.8% |
| 30D | -8.1% | -1.1% | -7.0% | -7.8% |
| 3M | +14.5% | -8.8% | +23.3% | +17.8% |
| 6M | -6.3% | -4.0% | -2.3% | -5.4% |
| YTD | -17.1% | +0.4% | -17.5% | -17.6% |
| 1Y | -21.4% | +1.9% | -23.3% | -22.3% |
| 3Y | +5.9% | +108.5% | -102.6% | -17.1% |
| 5Y | -12.8% | +118.5% | -131.3% | -33.4% |
| All | +197.1% | +73.8% | +123.3% | +125.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling