+121.0%
BTI vs ABCL
-81.3%
+202.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | -6.6% | +93.1% | -99.7% | -7.2% |
| 3M | -3.0% | +79.4% | -82.4% | -3.5% |
| 6M | -6.7% | +214.9% | -221.6% | -8.3% |
| YTD | +0.6% | +234.2% | -233.7% | -1.4% |
| 1Y | +5.6% | +174.8% | -169.2% | +3.6% |
| 3Y | +110.3% | +104.5% | +5.9% | +106.6% |
| 5Y | +114.3% | -39.0% | +153.3% | +111.0% |
| All | +121.0% | -81.3% | +202.2% | +114.7% |
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