+37.8%
ALAB vs BTI
+15.3%
+22.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +7.1% |
| 7D | +3.4% | -3.0% | +6.5% | +1.6% |
| 30D | -28.8% | +9.8% | -38.5% | -24.0% |
| 3M | -26.0% | +9.2% | -35.2% | -20.5% |
| 6M | +11.4% | +4.0% | +7.3% | +16.9% |
| YTD | +38.8% | +12.7% | +26.1% | +40.7% |
| 1Y | +37.8% | +15.9% | +21.9% | +40.1% |
| All | +37.8% | +15.3% | +22.5% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling