+128.7%
BTI vs ACM
+131.3%
-2.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.2% | +5.1% | -8.3% | -4.3% |
| 30D | +9.7% | +18.7% | -9.0% | +5.7% |
| 3M | +11.1% | +15.5% | -4.4% | +7.4% |
| 6M | -1.2% | +1.2% | -2.4% | -2.0% |
| YTD | +12.7% | -25.2% | +37.9% | +18.3% |
| 1Y | +15.8% | -46.3% | +62.1% | +31.3% |
| 3Y | +148.9% | -9.6% | +158.4% | +143.1% |
| 5Y | +151.9% | +4.4% | +147.5% | +133.6% |
| All | +128.7% | +131.3% | -2.6% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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