+4,291.6%
BTI vs A
+457.0%
+3,834.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -1.4% | -1.9% | +0.5% | -1.2% |
| 30D | -6.6% | +6.9% | -13.5% | -7.3% |
| 3M | -3.0% | +9.2% | -12.2% | -4.0% |
| 6M | -6.7% | +25.7% | -32.4% | -9.3% |
| YTD | +0.6% | +11.5% | -11.0% | -1.1% |
| 1Y | +5.6% | +18.4% | -12.8% | +3.0% |
| 3Y | +110.3% | +26.6% | +83.7% | +101.8% |
| 5Y | +114.3% | -12.8% | +127.1% | +112.4% |
| 10Y | +67.7% | +247.2% | -179.5% | +43.0% |
| All | +4,291.6% | +457.0% | +3,834.5% | +3,517.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling