-99.4%
AMC vs BTI
+115.0%
-214.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.6% |
| 7D | +2.3% | -1.4% | +3.7% | +2.7% |
| 30D | -0.7% | -6.6% | +5.9% | +1.0% |
| 3M | +35.2% | -3.0% | +38.2% | +35.3% |
| 6M | +124.6% | -6.7% | +131.3% | +126.6% |
| YTD | +69.9% | +0.6% | +69.3% | +67.1% |
| 1Y | -2.6% | +5.6% | -8.2% | -5.6% |
| 3Y | -79.8% | +110.3% | -190.1% | -85.0% |
| All | -99.4% | +115.0% | -214.5% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling