+71.4%
BTI vs ALM
+2,589.2%
-2,517.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.8% |
| 7D | -0.2% | -11.8% | +11.6% | 0.0% |
| 30D | -1.1% | +7.8% | -8.9% | -1.2% |
| 3M | -8.8% | -9.3% | +0.5% | -8.7% |
| 6M | -4.0% | -30.5% | +26.5% | -3.7% |
| YTD | +0.4% | +75.8% | -75.5% | -1.1% |
| 1Y | +1.9% | +241.2% | -239.3% | -1.0% |
| 3Y | +108.5% | +1,872.6% | -1,764.1% | +95.7% |
| 5Y | +118.5% | +849.6% | -731.0% | +106.3% |
| All | +71.4% | +2,589.2% | -2,517.8% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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