-6.6%
ALB vs BTI
+15.3%
-21.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.2% |
| 7D | +1.1% | -3.0% | +4.1% | +0.5% |
| 30D | -2.6% | +9.8% | -12.3% | -0.7% |
| 3M | -25.6% | +9.2% | -34.7% | -24.1% |
| 6M | -54.0% | +4.0% | -58.1% | -53.2% |
| YTD | -31.6% | +12.7% | -44.3% | -28.7% |
| 1Y | -6.6% | +15.9% | -22.5% | -3.8% |
| All | -6.6% | +15.3% | -21.9% | -3.8% |
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