+74.8%
BTI vs ACGL
+268.6%
-193.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.3% |
| 7D | -1.4% | -2.9% | +1.6% | -0.6% |
| 30D | -7.0% | -2.8% | -4.2% | -6.3% |
| 3M | -6.3% | +6.8% | -13.1% | -8.0% |
| 6M | -2.0% | -1.5% | -0.4% | -1.7% |
| YTD | +0.2% | -0.2% | +0.4% | 0.0% |
| 1Y | +3.8% | +5.3% | -1.5% | +1.9% |
| 3Y | +112.1% | +30.3% | +81.8% | +91.7% |
| 5Y | +113.6% | +151.8% | -38.2% | +53.4% |
| All | +74.8% | +268.6% | -193.7% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling