+136.5%
BTI vs ALC
+24.0%
+112.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -1.4% | -2.1% | +0.7% | -0.9% |
| 30D | -6.6% | -0.1% | -6.5% | -6.7% |
| 3M | -3.0% | +5.9% | -8.9% | -4.4% |
| 6M | -6.7% | -15.9% | +9.3% | -3.2% |
| YTD | +0.6% | -10.1% | +10.7% | +2.5% |
| 1Y | +5.6% | -10.2% | +15.8% | +7.5% |
| 3Y | +110.3% | -13.6% | +123.9% | +111.5% |
| 5Y | +114.3% | -15.1% | +129.4% | +113.1% |
| All | +136.5% | +24.0% | +112.5% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling