-26.4%
ALB vs BTI
+113.6%
-140.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -4.4% | -1.4% | -3.0% | -4.3% |
| 30D | -1.2% | -7.0% | +5.9% | -0.8% |
| 3M | -13.3% | -6.3% | -7.0% | -13.2% |
| 6M | -19.8% | -2.0% | -17.8% | -20.4% |
| YTD | -7.9% | +0.2% | -8.1% | -9.0% |
| 1Y | +60.2% | +3.8% | +56.4% | +57.3% |
| 3Y | -26.4% | +112.1% | -138.5% | -44.6% |
| All | -26.4% | +113.6% | -140.1% | -44.6% |
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