+117.7%
BTI vs ACM
+6.0%
+111.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -7.0% | -12.9% | +5.9% | -5.5% |
| 3M | -6.3% | -6.4% | +0.1% | -5.7% |
| 6M | -2.0% | -29.2% | +27.2% | +2.3% |
| YTD | +0.2% | -29.9% | +30.1% | +4.3% |
| 1Y | +3.8% | -47.3% | +51.1% | +13.2% |
| 3Y | +112.1% | -19.6% | +131.7% | +107.8% |
| All | +117.7% | +6.0% | +111.7% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling