+40.2%
AMC vs BTI
+24.7%
+15.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.4% | +3.9% | +6.8% |
| 7D | +17.7% | +5.3% | +12.4% | +16.8% |
| 30D | +26.2% | +19.1% | +7.1% | +22.6% |
| 3M | +31.3% | +6.5% | +24.8% | +29.9% |
| 6M | +142.8% | +9.4% | +133.3% | +134.8% |
| YTD | +125.6% | +14.4% | +111.2% | +104.3% |
| 1Y | +40.2% | +23.9% | +16.4% | +13.0% |
| All | +40.2% | +24.7% | +15.6% | +13.0% |
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