+118.3%
BTI vs AGI
+400.3%
-282.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | -1.1% | +7.2% | -8.3% | -1.8% |
| 3M | -8.8% | +4.3% | -13.0% | -9.4% |
| 6M | -4.0% | -27.1% | +23.1% | -1.5% |
| YTD | +0.4% | -6.6% | +7.0% | 0.0% |
| 1Y | +1.9% | +9.5% | -7.6% | -0.7% |
| 3Y | +108.5% | +208.4% | -99.9% | +77.1% |
| All | +118.3% | +400.3% | -282.0% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling