+22.1%
ALNY vs BTI
+109.4%
-87.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -6.5% | -0.2% | -6.4% | -6.5% |
| 30D | +11.0% | -1.1% | +12.1% | +11.3% |
| 3M | -14.1% | -8.8% | -5.3% | -11.6% |
| 6M | -22.4% | -4.0% | -18.4% | -21.5% |
| YTD | -37.5% | +0.4% | -37.8% | -37.7% |
| 1Y | -46.9% | +1.9% | -48.9% | -47.4% |
| 3Y | +22.1% | +108.5% | -86.4% | -9.1% |
| All | +22.1% | +109.4% | -87.3% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling