+147.5%
BTI vs ALLE
+339.1%
-191.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.0% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +8.3% | +26.6% | -18.3% | +1.7% |
| 3M | +2.9% | +13.2% | -10.3% | -0.6% |
| 6M | +6.2% | +42.9% | -36.7% | -3.9% |
| YTD | +10.9% | +21.0% | -10.1% | +4.5% |
| 1Y | +16.6% | +15.2% | +1.4% | +11.3% |
| 3Y | +142.2% | +95.6% | +46.6% | +95.8% |
| 5Y | +151.3% | +53.4% | +97.9% | +114.0% |
| 10Y | +113.9% | +221.5% | -107.6% | +41.1% |
| All | +147.5% | +339.1% | -191.6% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling