+486.9%
BTI vs ACM
+252.1%
+234.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +1.6% | +5.6% | -4.0% | +0.3% |
| 30D | +9.2% | +20.8% | -11.6% | +4.5% |
| 3M | +9.6% | +11.4% | -1.8% | +6.6% |
| 6M | -2.4% | +0.9% | -3.4% | -3.3% |
| YTD | +14.2% | -24.8% | +39.1% | +20.1% |
| 1Y | +20.3% | -46.4% | +66.7% | +36.9% |
| 3Y | +147.4% | -9.2% | +156.6% | +143.7% |
| 5Y | +155.4% | +5.0% | +150.5% | +139.7% |
| 10Y | +127.3% | +130.6% | -3.3% | +65.3% |
| All | +486.9% | +252.1% | +234.8% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling