+4,099.3%
BTI vs ACGL
+4,891.8%
-792.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -2.9% | -1.1% | -1.9% | -2.7% |
| 30D | +8.3% | +13.1% | -4.9% | +5.5% |
| 3M | +2.9% | +9.8% | -6.9% | +0.9% |
| 6M | +6.2% | +15.3% | -9.1% | +3.1% |
| YTD | +10.9% | +12.7% | -1.8% | +8.0% |
| 1Y | +16.6% | +20.7% | -4.1% | +11.9% |
| 3Y | +142.2% | +34.3% | +107.9% | +124.7% |
| 5Y | +151.3% | +170.6% | -19.3% | +98.7% |
| 10Y | +113.9% | +330.6% | -216.7% | +50.2% |
| All | +4,099.3% | +4,891.8% | -792.5% | +2,020.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling