+114.5%
BTI vs ACI
-43.7%
+158.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | -2.4% | -5.0% | +2.6% | -1.8% |
| 30D | -4.8% | -2.3% | -2.5% | -4.5% |
| 3M | -8.1% | -23.2% | +15.1% | -5.5% |
| 6M | -4.2% | -29.5% | +25.3% | -0.6% |
| YTD | -1.3% | -28.6% | +27.3% | +2.0% |
| 1Y | +2.1% | -34.0% | +36.2% | +6.4% |
| 3Y | +108.9% | -45.0% | +153.9% | +121.6% |
| 5Y | +114.5% | -44.0% | +158.5% | +123.0% |
| All | +114.5% | -43.7% | +158.2% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling