+416.6%
BTI vs ACM
+230.8%
+185.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.4% | -3.7% | +2.4% | -0.5% |
| 30D | -6.6% | -11.1% | +4.5% | -4.3% |
| 3M | -3.0% | -8.0% | +5.0% | -1.5% |
| 6M | -6.7% | -29.7% | +23.0% | +0.4% |
| YTD | +0.6% | -29.4% | +29.9% | +7.5% |
| 1Y | +5.6% | -46.4% | +52.0% | +20.1% |
| 3Y | +110.3% | -22.3% | +132.7% | +115.4% |
| 5Y | +114.3% | +4.5% | +109.8% | +100.9% |
| 10Y | +67.7% | +127.6% | -60.0% | +22.0% |
| All | +416.6% | +230.8% | +185.9% | +194.9% |
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