+6,737.5%
BTI vs ALK
+828.7%
+5,908.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.1% | +12.9% | -13.1% | -1.6% |
| 30D | +9.6% | +5.5% | +4.0% | +8.7% |
| 3M | +8.3% | -12.1% | +20.4% | +9.6% |
| 6M | +7.5% | +1.7% | +5.8% | +6.4% |
| YTD | +12.3% | -17.4% | +29.7% | +13.2% |
| 1Y | +16.2% | -1.9% | +18.2% | +14.6% |
| 3Y | +148.0% | +21.2% | +126.7% | +132.3% |
| 5Y | +153.2% | -27.8% | +181.1% | +149.6% |
| 10Y | +128.2% | -41.0% | +169.3% | +118.5% |
| All | +6,737.5% | +828.7% | +5,908.8% | +3,812.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling