+154.4%
BTI vs ALM
+410.2%
-255.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.3% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +9.2% | -19.3% | +28.6% | +9.5% |
| 3M | +9.6% | -40.6% | +50.3% | +10.1% |
| 6M | -2.4% | -57.9% | +55.5% | -1.5% |
| YTD | +14.2% | -6.7% | +20.9% | +12.9% |
| 1Y | +20.3% | +20.2% | +0.1% | +18.1% |
| 3Y | +147.4% | +879.4% | -732.0% | +131.1% |
| All | +154.4% | +410.2% | -255.9% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling