+114.5%
BTI vs ALM
+958.0%
-843.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.4% |
| 7D | -2.4% | +3.6% | -6.0% | -2.5% |
| 30D | -4.8% | +33.8% | -38.6% | -5.2% |
| 3M | -8.1% | +14.8% | -22.9% | -8.4% |
| 6M | -4.2% | -7.0% | +2.8% | -4.3% |
| YTD | -1.3% | +108.1% | -109.4% | -3.3% |
| 1Y | +2.1% | +313.8% | -311.7% | -2.1% |
| 3Y | +108.9% | +2,227.6% | -2,118.7% | +92.4% |
| 5Y | +114.5% | +956.6% | -842.2% | +99.6% |
| All | +114.5% | +958.0% | -843.5% | +99.6% |
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