+100.6%
AMT vs BTI
+72.6%
+28.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -2.7% | -2.0% | -0.7% | -2.1% |
| 30D | +2.0% | -3.4% | +5.5% | +3.1% |
| 3M | -9.3% | -9.0% | -0.3% | -6.7% |
| 6M | -5.2% | -5.0% | -0.2% | -4.2% |
| YTD | +0.5% | -0.3% | +0.8% | -0.3% |
| 1Y | -7.3% | +3.1% | -10.4% | -9.1% |
| 3Y | +6.2% | +111.0% | -104.7% | -18.2% |
| 5Y | -31.2% | +117.0% | -148.2% | -48.3% |
| All | +100.6% | +72.6% | +28.0% | +46.2% |
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