+1,849.6%
BTI vs AGI
+5,453.2%
-3,603.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -2.4% | +2.2% | -4.6% | -2.5% |
| 30D | -4.8% | +11.3% | -16.0% | -5.3% |
| 3M | -8.1% | +5.6% | -13.8% | -8.5% |
| 6M | -4.2% | -27.7% | +23.5% | -3.0% |
| YTD | -1.3% | -4.1% | +2.8% | -1.7% |
| 1Y | +2.1% | +13.8% | -11.7% | +0.7% |
| 3Y | +108.9% | +217.0% | -108.1% | +95.1% |
| 5Y | +114.5% | +404.3% | -289.9% | +94.9% |
| 10Y | +72.2% | +400.5% | -328.3% | +52.5% |
| All | +1,849.6% | +5,453.2% | -3,603.6% | +1,594.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling