-6.5%
ASX vs BTI
+5.0%
-11.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.5% | +9.9% | +3.2% |
| 7D | -19.9% | -1.0% | -18.9% | -20.4% |
| 30D | -30.9% | +13.0% | -43.8% | -22.8% |
| 3M | -15.1% | +5.3% | -20.4% | -9.2% |
| 6M | -6.5% | +5.3% | -11.8% | +1.6% |
| All | -6.5% | +5.0% | -11.5% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling