+57.7%
AMGN vs BTI
+109.4%
-51.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -13.7% | -0.2% | -13.5% | -13.6% |
| 30D | -8.8% | -1.1% | -7.7% | -8.6% |
| 3M | +7.2% | -8.8% | +16.0% | +9.7% |
| 6M | +1.3% | -4.0% | +5.2% | +1.9% |
| YTD | +17.6% | +0.4% | +17.3% | +17.0% |
| 1Y | +37.2% | +1.9% | +35.2% | +35.8% |
| 3Y | +57.7% | +108.5% | -50.8% | +22.0% |
| All | +57.7% | +109.4% | -51.7% | +22.0% |
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