+10.1%
AMT vs BTI
+18.0%
-7.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | +6.8% | +9.2% | -2.4% | +4.7% |
| 3M | +11.2% | +9.6% | +1.6% | +8.8% |
| 6M | +12.5% | -2.4% | +14.9% | +12.8% |
| YTD | +12.5% | +14.2% | -1.7% | +6.7% |
| 1Y | +10.1% | +20.3% | -10.2% | +3.3% |
| All | +10.1% | +18.0% | -7.9% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling