+148.9%
BTI vs AMBA
+837.3%
-688.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -1.4% | -11.0% | +9.6% | -0.9% |
| 30D | -6.6% | -23.2% | +16.6% | -5.5% |
| 3M | -3.0% | -12.7% | +9.7% | -3.1% |
| 6M | -6.7% | +11.2% | -17.9% | -8.3% |
| YTD | +0.6% | -11.2% | +11.8% | -0.1% |
| 1Y | +5.6% | -22.5% | +28.1% | +5.2% |
| 3Y | +110.3% | -1.3% | +111.6% | +102.5% |
| 5Y | +114.3% | -54.2% | +168.4% | +109.4% |
| 10Y | +67.7% | -6.1% | +73.8% | +46.8% |
| All | +148.9% | +837.3% | -688.3% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling