+70.3%
BTI vs ACM
+131.7%
-61.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.3% |
| 7D | -2.0% | -5.9% | +3.9% | -0.8% |
| 30D | -3.4% | -6.2% | +2.8% | -2.4% |
| 3M | -9.0% | -7.9% | -1.1% | -7.8% |
| 6M | -5.0% | -30.6% | +25.6% | +1.5% |
| YTD | -0.3% | -33.3% | +33.0% | +6.9% |
| 1Y | +3.1% | -49.2% | +52.3% | +16.9% |
| 3Y | +111.0% | -23.5% | +134.4% | +114.3% |
| 5Y | +117.0% | +0.9% | +116.1% | +103.3% |
| All | +70.3% | +131.7% | -61.4% | +34.1% |
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