+11.9%
ACN vs BTI
+24.7%
-12.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.4% | +3.2% |
| 7D | +8.6% | +5.3% | +3.3% | +7.6% |
| 30D | +36.6% | +19.1% | +17.5% | +33.5% |
| 3M | +56.3% | +6.5% | +49.8% | +54.3% |
| 6M | +49.7% | +9.4% | +40.3% | +48.9% |
| YTD | +1.3% | +14.4% | -13.1% | +0.5% |
| 1Y | +11.9% | +23.9% | -12.0% | +10.2% |
| All | +11.9% | +24.7% | -12.7% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling