+5,970.6%
BTI vs AFL
+18,431.1%
-12,460.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.0% | -3.3% | +1.3% | -1.3% |
| 30D | -3.4% | -5.0% | +1.5% | -2.4% |
| 3M | -9.0% | -1.8% | -7.2% | -8.6% |
| 6M | -5.0% | +4.8% | -9.9% | -6.0% |
| YTD | -0.3% | +5.4% | -5.8% | -1.5% |
| 1Y | +3.1% | +9.0% | -5.9% | +1.1% |
| 3Y | +111.0% | +63.0% | +47.9% | +88.3% |
| 5Y | +117.0% | +134.5% | -17.5% | +78.4% |
| 10Y | +73.9% | +298.6% | -224.7% | +24.5% |
| All | +5,970.6% | +18,431.1% | -12,460.5% | +2,047.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling