+87.3%
ALB vs BTI
+68.1%
+19.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | -8.6% | -2.4% | -6.2% | -7.8% |
| 30D | -4.0% | -4.8% | +0.7% | -2.4% |
| 3M | -17.4% | -8.1% | -9.3% | -15.5% |
| 6M | -25.4% | -4.2% | -21.2% | -25.5% |
| YTD | -10.5% | -1.3% | -9.2% | -12.0% |
| 1Y | +75.8% | +2.1% | +73.7% | +70.0% |
| 3Y | -28.5% | +108.9% | -137.4% | -50.7% |
| 5Y | -45.1% | +114.5% | -159.6% | -63.0% |
| 10Y | +87.3% | +72.2% | +15.1% | +25.1% |
| All | +87.3% | +68.1% | +19.2% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling