+131.9%
BTI vs ALK
-45.9%
+177.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +9.2% | +7.7% | +1.5% | +7.9% |
| 3M | +9.6% | -19.0% | +28.6% | +12.5% |
| 6M | -2.4% | -0.2% | -2.2% | -3.5% |
| YTD | +14.2% | -23.5% | +37.7% | +16.6% |
| 1Y | +20.3% | -9.1% | +29.4% | +19.5% |
| 3Y | +147.4% | +12.0% | +135.4% | +127.1% |
| 5Y | +155.4% | -30.9% | +186.3% | +150.5% |
| All | +131.9% | -45.9% | +177.8% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling