-41.3%
ALNY vs BTI
+5.0%
-46.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +12.2% | -1.4% | +13.6% | +12.5% |
| 30D | +16.3% | -6.6% | +23.0% | +17.6% |
| 3M | -12.4% | -3.0% | -9.4% | -10.9% |
| 6M | -18.7% | -6.7% | -12.0% | -17.4% |
| YTD | -33.1% | +0.6% | -33.6% | -30.7% |
| 1Y | -41.3% | +5.6% | -46.9% | -39.1% |
| All | -41.3% | +5.0% | -46.3% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling