+72.2%
BTI vs ACGL
+270.1%
-197.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | -4.8% | -2.2% | -2.6% | -4.2% |
| 3M | -8.1% | +6.3% | -14.4% | -9.7% |
| 6M | -4.2% | +0.5% | -4.7% | -4.5% |
| YTD | -1.3% | +0.2% | -1.5% | -1.7% |
| 1Y | +2.1% | +7.3% | -5.1% | -0.3% |
| 3Y | +108.9% | +30.8% | +78.1% | +88.6% |
| 5Y | +114.5% | +155.8% | -41.3% | +53.3% |
| 10Y | +72.2% | +276.3% | -204.1% | +6.6% |
| All | +72.2% | +270.1% | -197.9% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ACGL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling