+120.6%
ADM vs BTI
+128.6%
-8.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | -3.2% | +3.9% | +1.8% |
| 30D | -14.7% | +9.7% | -24.4% | -17.4% |
| 3M | -10.4% | +11.1% | -21.5% | -13.7% |
| 6M | -10.9% | -1.2% | -9.7% | -11.2% |
| YTD | +26.0% | +12.7% | +13.3% | +19.3% |
| 1Y | +26.5% | +15.8% | +10.7% | +18.5% |
| 3Y | +8.2% | +148.9% | -140.7% | -25.4% |
| 5Y | +24.0% | +151.9% | -127.9% | -15.6% |
| All | +120.6% | +128.6% | -8.0% | +57.4% |
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