-15.9%
ACN vs BTI
+149.4%
-165.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -3.8% | +1.6% | -5.5% | -4.1% |
| 30D | +16.5% | +9.2% | +7.3% | +15.5% |
| 3M | +41.5% | +9.6% | +31.8% | +40.1% |
| 6M | +60.1% | -2.4% | +62.5% | +59.1% |
| YTD | -3.9% | +14.2% | -18.2% | -5.1% |
| 1Y | +4.1% | +20.3% | -16.2% | +2.3% |
| 3Y | -15.9% | +147.4% | -163.3% | -25.2% |
| All | -15.9% | +149.4% | -165.3% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling