+2,330.4%
ACN vs BTI
+2,994.8%
-664.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -3.8% | +1.6% | -5.5% | -4.3% |
| 30D | +16.5% | +9.2% | +7.3% | +13.4% |
| 3M | +41.5% | +9.6% | +31.8% | +37.4% |
| 6M | +60.1% | -2.4% | +62.5% | +61.2% |
| YTD | -3.9% | +14.2% | -18.2% | -8.7% |
| 1Y | +4.1% | +20.3% | -16.2% | -2.8% |
| 3Y | -15.9% | +147.4% | -163.3% | -38.9% |
| 5Y | -26.3% | +155.4% | -181.8% | -47.6% |
| 10Y | +148.2% | +127.3% | +20.9% | +76.0% |
| All | +2,330.4% | +2,994.8% | -664.4% | +1,341.6% |
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