+147.6%
BTI vs ABCL
-81.0%
+228.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | 0.0% |
| 7D | -3.2% | +4.4% | -7.6% | -3.2% |
| 30D | +9.7% | -7.9% | +17.5% | +9.7% |
| 3M | +11.1% | +12.2% | -1.2% | +10.9% |
| 6M | -1.2% | +134.7% | -135.9% | -2.3% |
| YTD | +12.7% | +239.8% | -227.1% | +10.4% |
| 1Y | +15.8% | +192.7% | -176.9% | +13.8% |
| 3Y | +148.9% | +187.6% | -38.7% | +142.5% |
| 5Y | +151.9% | -22.6% | +174.6% | +147.9% |
| All | +147.6% | -81.0% | +228.5% | +140.4% |
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