+10.3%
ADM vs BTI
+149.4%
-139.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | +4.2% | +1.6% | +2.5% | +3.9% |
| 30D | -12.8% | +9.2% | -22.1% | -14.1% |
| 3M | -8.5% | +9.6% | -18.1% | -9.9% |
| 6M | -10.9% | -2.4% | -8.5% | -10.5% |
| YTD | +29.4% | +14.2% | +15.2% | +25.3% |
| 1Y | +27.5% | +20.3% | +7.2% | +22.1% |
| 3Y | +10.3% | +147.4% | -137.1% | -15.1% |
| All | +10.3% | +149.4% | -139.1% | -15.1% |
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