+61.5%
ALB vs BTI
+5.0%
+56.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.6% |
| 7D | -8.1% | -1.4% | -6.7% | -8.3% |
| 30D | +6.3% | -6.6% | +12.9% | +4.9% |
| 3M | -23.6% | -3.0% | -20.6% | -24.0% |
| 6M | -24.6% | -6.7% | -17.9% | -24.5% |
| YTD | -10.3% | +0.6% | -10.8% | -8.9% |
| 1Y | +61.5% | +5.6% | +55.9% | +65.5% |
| All | +61.5% | +5.0% | +56.5% | +65.5% |
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