+4,888.8%
BTI vs A
+543.3%
+4,345.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +9.2% | 0.0% | +9.3% | +9.2% |
| 3M | +9.6% | +16.7% | -7.1% | +7.7% |
| 6M | -2.4% | +54.8% | -57.3% | -7.3% |
| YTD | +14.2% | +28.8% | -14.6% | +10.5% |
| 1Y | +20.3% | +19.3% | +1.0% | +17.3% |
| 3Y | +147.4% | +65.5% | +81.9% | +130.4% |
| 5Y | +155.4% | +12.1% | +143.4% | +146.3% |
| 10Y | +127.3% | +305.4% | -178.1% | +90.6% |
| All | +4,888.8% | +543.3% | +4,345.5% | +3,942.7% |
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