-98.7%
AMC vs BTI
+128.7%
-227.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -2.8% | -3.0% | +0.2% | -1.7% |
| 30D | +14.0% | +9.8% | +4.2% | +9.4% |
| 3M | +42.5% | +9.2% | +33.3% | +36.9% |
| 6M | +142.6% | +4.0% | +138.5% | +135.0% |
| YTD | +119.2% | +12.7% | +106.5% | +104.4% |
| 1Y | +40.7% | +15.9% | +24.8% | +29.6% |
| 3Y | -57.3% | +148.9% | -206.2% | -73.2% |
| 5Y | -99.1% | +152.8% | -251.9% | -99.5% |
| All | -98.7% | +128.7% | -227.4% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling