+1,630.9%
ADM vs BTI
+6,890.1%
-5,259.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.4% |
| 7D | +4.2% | +1.6% | +2.5% | +3.8% |
| 30D | -12.8% | +9.2% | -22.1% | -14.9% |
| 3M | -8.5% | +9.6% | -18.1% | -10.8% |
| 6M | -10.9% | -2.4% | -8.5% | -10.8% |
| YTD | +29.4% | +14.2% | +15.2% | +24.0% |
| 1Y | +27.5% | +20.3% | +7.2% | +20.5% |
| 3Y | +10.3% | +147.4% | -137.1% | -14.6% |
| 5Y | +27.4% | +155.4% | -128.1% | -2.6% |
| 10Y | +134.6% | +127.3% | +7.3% | +80.0% |
| All | +1,630.9% | +6,890.1% | -5,259.3% | +650.1% |
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 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