+365.7%
ALAB vs BTI
+115.8%
+249.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -7.1% |
| 7D | +3.2% | -1.4% | +4.6% | +2.7% |
| 30D | -13.6% | -7.0% | -6.5% | -15.8% |
| 3M | -16.6% | -6.3% | -10.3% | -18.1% |
| 6M | +142.3% | -2.0% | +144.3% | +139.8% |
| YTD | +73.6% | +0.2% | +73.4% | +73.0% |
| 1Y | +33.7% | +3.8% | +29.9% | +34.5% |
| All | +365.7% | +115.8% | +249.9% | +671.9% |
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