+153.7%
BTI vs ALM
+3,289.7%
-3,136.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | -3.2% | -4.0% | +0.8% | -3.2% |
| 30D | +9.7% | -30.5% | +40.2% | +9.8% |
| 3M | +11.1% | -46.9% | +58.0% | +11.2% |
| 6M | -1.2% | -65.5% | +64.3% | -1.0% |
| YTD | +12.7% | -13.4% | +26.1% | +12.6% |
| 1Y | +15.8% | +9.8% | +6.0% | +15.6% |
| 3Y | +148.9% | +783.1% | -634.2% | +147.2% |
| 5Y | +151.9% | +378.3% | -226.4% | +150.3% |
| 10Y | +124.2% | +1,942.8% | -1,818.6% | +121.7% |
| All | +153.7% | +3,289.7% | -3,136.1% | +147.1% |
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