+124.2%
BTI vs ALLY
+182.4%
-58.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -3.0% | -2.8% | -0.3% | -2.6% |
| 30D | +9.8% | +1.9% | +7.9% | +9.4% |
| 3M | +9.2% | -12.1% | +21.3% | +11.6% |
| 6M | +4.0% | -9.0% | +13.0% | +5.5% |
| YTD | +12.7% | -12.9% | +25.6% | +14.8% |
| 1Y | +15.9% | -0.1% | +16.0% | +15.1% |
| 3Y | +148.9% | +64.6% | +84.3% | +117.4% |
| 5Y | +152.8% | -10.1% | +162.8% | +143.8% |
| 10Y | +124.2% | +176.7% | -52.4% | +71.3% |
| All | +124.2% | +182.4% | -58.1% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling