+116.7%
BTI vs AMBA
+7.2%
+109.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.1% | -9.6% | -3.7% |
| 7D | -1.0% | -7.2% | +6.2% | -0.8% |
| 30D | +13.0% | -10.4% | +23.3% | +13.3% |
| 3M | +5.3% | -30.1% | +35.5% | +6.7% |
| 6M | +5.3% | -22.4% | +27.7% | +5.4% |
| YTD | +12.4% | -17.3% | +29.7% | +11.7% |
| 1Y | +18.9% | -35.4% | +54.3% | +19.6% |
| 3Y | +144.0% | +18.6% | +125.4% | +130.4% |
| 5Y | +156.3% | -69.8% | +226.1% | +159.0% |
| All | +116.7% | +7.2% | +109.6% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling