+146.7%
BTI vs ABCL
-79.6%
+226.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -0.1% | +2.3% | -2.4% | -0.1% |
| 30D | +9.6% | -0.7% | +10.3% | +9.6% |
| 3M | +8.3% | +33.4% | -25.1% | +8.1% |
| 6M | +7.5% | +137.8% | -130.3% | +6.4% |
| YTD | +12.3% | +264.3% | -252.1% | +10.0% |
| 1Y | +16.2% | +209.2% | -193.0% | +14.2% |
| 3Y | +148.0% | +208.4% | -60.4% | +141.6% |
| 5Y | +153.2% | -11.9% | +165.1% | +149.2% |
| All | +146.7% | -79.6% | +226.2% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling