+112.1%
BTI vs ALC
-15.5%
+127.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | -1.4% | -3.7% | +2.3% | -0.8% |
| 30D | -7.0% | -3.7% | -3.3% | -6.5% |
| 3M | -6.3% | +4.6% | -10.9% | -7.0% |
| 6M | -2.0% | -14.6% | +12.6% | -0.4% |
| YTD | +0.2% | -11.9% | +12.1% | +1.4% |
| 1Y | +3.8% | -13.1% | +16.9% | +5.2% |
| 3Y | +112.1% | -15.0% | +127.1% | +118.2% |
| All | +112.1% | -15.5% | +127.6% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling