+165.0%
BTI vs ALC
+26.4%
+138.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -3.2% | -6.2% | +2.9% | -1.7% |
| 30D | +9.7% | +14.0% | -4.3% | +6.2% |
| 3M | +11.1% | -2.4% | +13.4% | +11.6% |
| 6M | -1.2% | +12.6% | -13.8% | -4.2% |
| YTD | +12.7% | -8.4% | +21.1% | +14.2% |
| 1Y | +15.8% | -9.1% | +24.9% | +17.6% |
| 3Y | +148.9% | -0.3% | +149.2% | +139.9% |
| 5Y | +151.9% | -9.9% | +161.9% | +146.0% |
| All | +165.0% | +26.4% | +138.7% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling