+129.0%
BTI vs ACI
+25.9%
+103.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -1.4% | +0.2% | -1.5% | -1.4% |
| 30D | -6.6% | +5.9% | -12.5% | -7.2% |
| 3M | -3.0% | -19.8% | +16.8% | -1.1% |
| 6M | -6.7% | -24.7% | +18.1% | -4.4% |
| YTD | +0.6% | -24.4% | +24.9% | +2.8% |
| 1Y | +5.6% | -31.5% | +37.1% | +8.8% |
| 3Y | +110.3% | -38.7% | +149.0% | +118.6% |
| 5Y | +114.3% | -42.8% | +157.1% | +120.8% |
| All | +129.0% | +25.9% | +103.1% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling