-42.5%
ALB vs BTI
+115.0%
-157.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | -1.2% | -7.0% | +5.9% | +0.3% |
| 3M | -13.3% | -6.3% | -7.0% | -12.6% |
| 6M | -19.8% | -2.0% | -17.8% | -20.6% |
| YTD | -7.9% | +0.2% | -8.1% | -9.6% |
| 1Y | +60.2% | +3.8% | +56.4% | +55.2% |
| 3Y | -26.4% | +112.1% | -138.5% | -47.7% |
| 5Y | -42.5% | +113.6% | -156.1% | -57.2% |
| All | -42.5% | +115.0% | -157.5% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling