+157.2%
BTI vs ALM
+3,551.9%
-3,394.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.4% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +9.2% | -19.3% | +28.6% | +9.3% |
| 3M | +9.6% | -40.6% | +50.3% | +9.7% |
| 6M | -2.4% | -57.9% | +55.5% | -2.3% |
| YTD | +14.2% | -6.7% | +20.9% | +14.1% |
| 1Y | +20.3% | +20.2% | +0.1% | +20.1% |
| 3Y | +147.4% | +879.4% | -732.0% | +145.7% |
| 5Y | +155.4% | +415.3% | -259.8% | +153.7% |
| 10Y | +127.3% | +2,100.8% | -1,973.5% | +124.7% |
| All | +157.2% | +3,551.9% | -3,394.7% | +150.5% |
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