+120.2%
BTI vs ABCL
-81.2%
+201.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -1.4% | +1.4% | -2.8% | -1.4% |
| 30D | -7.0% | +65.1% | -72.1% | -7.4% |
| 3M | -6.3% | +111.1% | -117.4% | -7.1% |
| 6M | -2.0% | +231.6% | -233.6% | -3.7% |
| YTD | +0.2% | +234.5% | -234.3% | -1.8% |
| 1Y | +3.8% | +174.3% | -170.6% | +1.9% |
| 3Y | +112.1% | +111.5% | +0.6% | +108.2% |
| 5Y | +113.6% | -37.3% | +150.9% | +110.4% |
| All | +120.2% | -81.2% | +201.4% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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