+153.2%
BTI vs ALC
-9.1%
+162.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +1.5% |
| 7D | -0.1% | +2.3% | -2.5% | -0.5% |
| 30D | +9.6% | +15.5% | -5.9% | +6.8% |
| 3M | +8.3% | +0.6% | +7.7% | +8.0% |
| 6M | +7.5% | +18.4% | -10.9% | +4.4% |
| YTD | +12.3% | -5.6% | +17.8% | +12.6% |
| 1Y | +16.2% | 0.0% | +16.2% | +15.4% |
| 3Y | +148.0% | +2.8% | +145.2% | +140.3% |
| 5Y | +153.2% | -8.8% | +162.0% | +140.9% |
| All | +153.2% | -9.1% | +162.4% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling