+67.1%
ADM vs BTI
+113.9%
-46.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.8% |
| 7D | +1.4% | -2.4% | +3.8% | +2.1% |
| 30D | +8.2% | -4.8% | +13.0% | +9.7% |
| 3M | +8.7% | -8.1% | +16.8% | +10.9% |
| 6M | +29.1% | -4.2% | +33.3% | +29.5% |
| YTD | +53.7% | -1.3% | +54.9% | +52.2% |
| 1Y | +43.2% | +2.1% | +41.1% | +40.0% |
| 3Y | +21.4% | +108.9% | -87.5% | -11.5% |
| 5Y | +67.1% | +114.5% | -47.4% | +17.3% |
| All | +67.1% | +113.9% | -46.8% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling