+128.2%
BTI vs ALK
-39.7%
+168.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.1% | +12.9% | -13.1% | -1.9% |
| 30D | +9.6% | +5.5% | +4.0% | +8.5% |
| 3M | +8.3% | -12.1% | +20.4% | +9.9% |
| 6M | +7.5% | +1.7% | +5.8% | +6.1% |
| YTD | +12.3% | -17.4% | +29.7% | +13.4% |
| 1Y | +16.2% | -1.9% | +18.2% | +14.2% |
| 3Y | +148.0% | +21.2% | +126.7% | +125.3% |
| 5Y | +153.2% | -27.8% | +181.1% | +147.2% |
| 10Y | +128.2% | -41.0% | +169.3% | +114.9% |
| All | +128.2% | -39.7% | +168.0% | +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