+68.5%
BTI vs ADVB
-97.5%
+166.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.2% | -7.7% | -3.4% |
| 7D | -1.0% | -13.9% | +12.9% | -1.1% |
| 30D | +13.0% | -68.1% | +81.1% | +12.2% |
| 3M | +5.3% | -73.4% | +78.7% | +4.7% |
| 6M | +5.3% | -70.8% | +76.1% | +4.9% |
| YTD | +12.4% | -66.1% | +78.5% | +11.5% |
| 1Y | +18.9% | -77.5% | +96.4% | +18.4% |
| All | +68.5% | -97.5% | +166.1% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling