+142.4%
AMT vs BTI
+131.8%
+10.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | +1.5% | +1.6% | -0.1% | +1.0% |
| 30D | +6.8% | +9.2% | -2.4% | +3.9% |
| 3M | +11.2% | +9.6% | +1.6% | +7.9% |
| 6M | +12.5% | -2.4% | +14.9% | +12.9% |
| YTD | +12.5% | +14.2% | -1.7% | +7.0% |
| 1Y | +10.1% | +20.3% | -10.2% | +2.9% |
| 3Y | +16.0% | +147.4% | -131.4% | -14.7% |
| 5Y | -17.2% | +155.4% | -172.6% | -40.6% |
| All | +142.4% | +131.8% | +10.6% | +52.2% |
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