+2,119.0%
ALB vs BTI
+5,474.0%
-3,355.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | -5.8% | +1.6% | -7.4% | -6.2% |
| 30D | -4.5% | +9.2% | -13.8% | -7.1% |
| 3M | -28.1% | +9.6% | -37.7% | -30.2% |
| 6M | -53.2% | -2.4% | -50.7% | -53.3% |
| YTD | -33.3% | +14.2% | -47.5% | -36.9% |
| 1Y | -17.4% | +20.3% | -37.7% | -23.1% |
| 3Y | -14.1% | +147.4% | -161.5% | -36.4% |
| 5Y | -64.0% | +155.4% | -219.5% | -73.7% |
| 10Y | +32.8% | +127.3% | -94.5% | -2.1% |
| All | +2,119.0% | +5,474.0% | -3,355.1% | +1,034.7% |
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