+1,908.9%
ADM vs BTI
+6,053.4%
-4,144.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +3.8% | -1.4% | +5.2% | +4.1% |
| 30D | +9.8% | -6.6% | +16.4% | +11.6% |
| 3M | +2.1% | -3.0% | +5.1% | +2.6% |
| 6M | +27.5% | -6.7% | +34.2% | +29.0% |
| YTD | +50.2% | +0.6% | +49.6% | +48.9% |
| 1Y | +40.6% | +5.6% | +35.0% | +37.4% |
| 3Y | +17.2% | +110.3% | -93.1% | -5.3% |
| 5Y | +61.9% | +114.3% | -52.4% | +29.6% |
| 10Y | +159.3% | +67.7% | +91.6% | +114.5% |
| All | +1,908.9% | +6,053.4% | -4,144.5% | +801.0% |
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