+151.3%
BTI vs ALLE
+55.0%
+96.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.8% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +8.3% | +26.6% | -18.3% | +3.9% |
| 3M | +2.9% | +13.2% | -10.3% | +0.6% |
| 6M | +6.2% | +42.9% | -36.7% | -0.5% |
| YTD | +10.9% | +21.0% | -10.1% | +6.8% |
| 1Y | +16.6% | +15.2% | +1.4% | +13.3% |
| 3Y | +142.2% | +95.6% | +46.6% | +109.9% |
| 5Y | +151.3% | +53.4% | +97.9% | +123.5% |
| All | +151.3% | +55.0% | +96.3% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling