+6,024.9%
BTI vs ALK
+839.9%
+5,185.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.3% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -6.6% | -19.2% | +12.6% | -4.3% |
| 3M | -3.0% | -1.5% | -1.5% | -3.2% |
| 6M | -6.7% | -13.1% | +6.4% | -6.0% |
| YTD | +0.6% | -16.4% | +17.0% | +1.5% |
| 1Y | +5.6% | -33.1% | +38.7% | +9.1% |
| 3Y | +110.3% | +0.6% | +109.7% | +102.0% |
| 5Y | +114.3% | -26.4% | +140.7% | +110.9% |
| 10Y | +67.7% | -34.2% | +101.8% | +58.9% |
| All | +6,024.9% | +839.9% | +5,185.0% | +3,408.4% |
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