+1,697.2%
ACN vs BTI
+2,624.3%
-927.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | +9.4% | -6.6% | +16.0% | +11.6% |
| 3M | +5.6% | -3.0% | +8.6% | +6.7% |
| 6M | -9.3% | -6.7% | -2.6% | -7.8% |
| YTD | -29.0% | +0.6% | -29.5% | -29.8% |
| 1Y | -24.7% | +5.6% | -30.3% | -26.8% |
| 3Y | -39.8% | +110.3% | -150.1% | -54.1% |
| 5Y | -40.9% | +114.3% | -155.2% | -55.6% |
| 10Y | +91.1% | +67.7% | +23.5% | +49.0% |
| All | +1,697.2% | +2,624.3% | -927.1% | +1,009.0% |
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