+2,176.8%
ALB vs BTI
+5,398.4%
-3,221.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.1% | -3.0% | +4.1% | +1.9% |
| 30D | -2.6% | +9.8% | -12.3% | -5.3% |
| 3M | -25.6% | +9.2% | -34.7% | -27.7% |
| 6M | -54.0% | +4.0% | -58.1% | -55.1% |
| YTD | -31.6% | +12.7% | -44.3% | -35.0% |
| 1Y | -6.6% | +15.9% | -22.5% | -12.0% |
| 3Y | -14.0% | +148.9% | -162.9% | -36.5% |
| 5Y | -62.5% | +152.8% | -215.3% | -72.6% |
| 10Y | +36.3% | +124.2% | -87.9% | +0.9% |
| All | +2,176.8% | +5,398.4% | -3,221.5% | +1,068.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling