+126.4%
BTI vs ALM
+7,705.7%
-7,579.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | -1.4% | -2.6% | +1.2% | -1.4% |
| 30D | -6.6% | +32.0% | -38.6% | -6.7% |
| 3M | -3.0% | -15.0% | +12.0% | -3.0% |
| 6M | -6.7% | -10.1% | +3.5% | -6.7% |
| YTD | +0.6% | +99.4% | -98.9% | +0.3% |
| 1Y | +5.6% | +316.4% | -310.8% | +5.1% |
| 3Y | +110.3% | +2,022.0% | -1,911.7% | +108.5% |
| 5Y | +114.3% | +941.2% | -826.9% | +112.6% |
| 10Y | +67.7% | +2,950.3% | -2,882.7% | +65.6% |
| All | +126.4% | +7,705.7% | -7,579.3% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling