+476.8%
BTI vs ACM
+252.7%
+224.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -0.1% | +6.6% | -6.7% | -1.7% |
| 30D | +9.6% | +19.8% | -10.2% | +5.0% |
| 3M | +8.3% | -3.1% | +11.4% | +8.6% |
| 6M | +7.5% | -11.5% | +19.0% | +9.5% |
| YTD | +12.3% | -24.7% | +36.9% | +18.0% |
| 1Y | +16.2% | -45.1% | +61.3% | +31.4% |
| 3Y | +148.0% | -8.9% | +156.9% | +144.0% |
| 5Y | +153.2% | +5.4% | +147.9% | +137.4% |
| 10Y | +128.2% | +131.1% | -2.8% | +65.9% |
| All | +476.8% | +252.7% | +224.0% | +223.7% |
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