+6,655.4%
BTI vs ALK
+832.3%
+5,823.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.4% | -2.1% |
| 7D | -2.9% | +8.9% | -11.8% | -4.0% |
| 30D | +8.3% | +5.9% | +2.3% | +7.4% |
| 3M | +2.9% | -16.5% | +19.4% | +4.8% |
| 6M | +6.2% | +2.1% | +4.1% | +5.0% |
| YTD | +10.9% | -17.1% | +28.0% | +11.8% |
| 1Y | +16.6% | -2.9% | +19.4% | +15.1% |
| 3Y | +142.2% | +24.5% | +117.8% | +126.1% |
| 5Y | +151.3% | -29.1% | +180.4% | +148.2% |
| 10Y | +113.9% | -39.1% | +153.0% | +104.0% |
| All | +6,655.4% | +832.3% | +5,823.1% | +3,763.8% |
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