+23.9%
BTI vs ALK
-1.1%
+25.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.8% | -5.4% | +2.7% |
| 7D | +5.3% | +12.4% | -7.1% | +4.3% |
| 30D | +19.1% | +2.1% | +17.0% | +18.6% |
| 3M | +6.5% | -23.9% | +30.4% | +8.4% |
| 6M | +9.4% | +8.2% | +1.2% | +7.6% |
| YTD | +14.4% | -20.5% | +34.9% | +15.5% |
| 1Y | +23.9% | -1.0% | +24.9% | +22.9% |
| All | +23.9% | -1.1% | +25.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling