+124.4%
BTI vs ALLE
+260.9%
-136.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -6.6% | -6.8% | +0.2% | -4.9% |
| 3M | -3.0% | +21.0% | -24.0% | -8.1% |
| 6M | -6.7% | +1.1% | -7.8% | -7.5% |
| YTD | +0.6% | -0.5% | +1.1% | -0.1% |
| 1Y | +5.6% | -7.3% | +12.8% | +6.8% |
| 3Y | +110.3% | +42.3% | +68.1% | +85.6% |
| 5Y | +114.3% | +13.5% | +100.8% | +98.8% |
| 10Y | +67.7% | +144.0% | -76.4% | +19.4% |
| All | +124.4% | +260.9% | -136.5% | +44.5% |
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 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