+2,885.9%
ALB vs BTI
+4,806.8%
-1,920.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.1% |
| 7D | -8.1% | -1.4% | -6.7% | -7.7% |
| 30D | +6.3% | -6.6% | +12.9% | +8.3% |
| 3M | -23.6% | -3.0% | -20.6% | -23.4% |
| 6M | -24.6% | -6.7% | -17.9% | -24.0% |
| YTD | -10.3% | +0.6% | -10.8% | -11.7% |
| 1Y | +61.5% | +5.6% | +55.9% | +56.4% |
| 3Y | -34.0% | +110.3% | -144.3% | -48.7% |
| 5Y | -44.6% | +114.3% | -158.9% | -57.4% |
| 10Y | +76.1% | +67.7% | +8.4% | +41.5% |
| All | +2,885.9% | +4,806.8% | -1,920.9% | +1,488.5% |
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