+71.3%
BTI vs ADVB
-96.8%
+168.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.6% | +25.0% | +1.2% |
| 7D | +1.6% | +27.8% | -26.1% | +2.0% |
| 30D | +9.2% | -50.8% | +60.0% | +8.9% |
| 3M | +9.6% | -70.5% | +80.2% | +9.1% |
| 6M | -2.4% | -46.7% | +44.3% | -2.6% |
| YTD | +14.2% | -56.7% | +70.9% | +13.7% |
| 1Y | +20.3% | -71.8% | +92.1% | +20.1% |
| All | +71.3% | -96.8% | +168.1% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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