+44.9%
AMZN vs BTI
+113.9%
-69.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | -9.2% | -4.8% | -4.5% | -8.9% |
| 3M | +3.4% | -8.1% | +11.5% | +3.9% |
| 6M | +18.2% | -4.2% | +22.4% | +18.1% |
| YTD | +9.3% | -1.3% | +10.6% | +8.7% |
| 1Y | +5.9% | +2.1% | +3.8% | +4.9% |
| 3Y | +82.6% | +108.9% | -26.3% | +57.2% |
| 5Y | +44.9% | +114.5% | -69.6% | +25.3% |
| All | +44.9% | +113.9% | -69.1% | +25.3% |
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 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