-32.3%
AMT vs BTI
+115.0%
-147.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.2% | -1.4% | +1.2% | +0.3% |
| 30D | +1.8% | -7.0% | +8.9% | +4.0% |
| 3M | -6.2% | -6.3% | +0.1% | -4.5% |
| 6M | -5.0% | -2.0% | -3.0% | -4.9% |
| YTD | +2.1% | +0.2% | +1.9% | +1.1% |
| 1Y | -5.7% | +3.8% | -9.5% | -7.8% |
| 3Y | +7.9% | +112.1% | -104.2% | -16.2% |
| 5Y | -32.3% | +113.6% | -145.9% | -48.5% |
| All | -32.3% | +115.0% | -147.3% | -48.5% |
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