+641.7%
AMZN vs BTI
+131.8%
+509.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +2.8% | +1.6% | +1.2% | +2.5% |
| 30D | +5.0% | +9.2% | -4.3% | +3.2% |
| 3M | +0.6% | +9.6% | -9.1% | -1.2% |
| 6M | -1.3% | -2.4% | +1.2% | -1.2% |
| YTD | +15.5% | +14.2% | +1.3% | +11.7% |
| 1Y | +12.2% | +20.3% | -8.1% | +7.3% |
| 3Y | +87.0% | +147.4% | -60.4% | +49.4% |
| 5Y | +51.3% | +155.4% | -104.1% | +19.0% |
| All | +641.7% | +131.8% | +509.9% | +434.6% |
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