-58.9%
AMC vs BTI
+149.4%
-208.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.0% |
| 7D | +3.5% | +1.6% | +1.9% | +3.1% |
| 30D | +12.5% | +9.2% | +3.2% | +10.3% |
| 3M | +23.6% | +9.6% | +13.9% | +20.9% |
| 6M | +144.4% | -2.4% | +146.8% | +146.6% |
| YTD | +108.3% | +14.2% | +94.1% | +98.7% |
| 1Y | +38.9% | +20.3% | +18.6% | +30.6% |
| 3Y | -58.9% | +147.4% | -206.3% | -73.0% |
| All | -58.9% | +149.4% | -208.3% | -73.0% |
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 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