+157.0%
BTI vs ABCL
-21.8%
+178.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.7% | -10.2% | -3.5% |
| 7D | -1.0% | -3.2% | +2.2% | -1.0% |
| 30D | +13.0% | -7.4% | +20.4% | +13.0% |
| 3M | +5.3% | +81.9% | -76.6% | +4.7% |
| 6M | +5.3% | +135.7% | -130.4% | +3.9% |
| YTD | +12.4% | +247.4% | -235.0% | +9.5% |
| 1Y | +18.9% | +162.3% | -143.3% | +16.7% |
| 3Y | +144.0% | +165.5% | -21.4% | +137.5% |
| All | +157.0% | -21.8% | +178.8% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling