+108.5%
BTI vs AFL
+63.5%
+45.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -0.2% | -1.6% | +1.4% | +0.2% |
| 30D | -1.1% | -4.0% | +3.0% | -0.1% |
| 3M | -8.8% | -0.5% | -8.3% | -8.5% |
| 6M | -4.0% | +6.5% | -10.5% | -5.1% |
| YTD | +0.4% | +6.2% | -5.8% | -0.8% |
| 1Y | +1.9% | +8.3% | -6.4% | +0.3% |
| 3Y | +108.5% | +62.5% | +46.0% | +81.6% |
| All | +108.5% | +63.5% | +45.0% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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