+154.3%
BTI vs AMCR
+97.2%
+57.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.9% |
| 7D | -2.4% | -6.3% | +3.9% | -1.1% |
| 30D | -4.8% | -7.1% | +2.4% | -3.3% |
| 3M | -8.1% | +12.7% | -20.8% | -10.5% |
| 6M | -4.2% | +5.2% | -9.3% | -5.6% |
| YTD | -1.3% | +8.1% | -9.4% | -3.6% |
| 1Y | +2.1% | +11.7% | -9.6% | -1.1% |
| 3Y | +108.9% | +9.9% | +99.0% | +100.5% |
| 5Y | +114.5% | -8.7% | +123.1% | +113.1% |
| 10Y | +72.2% | +16.8% | +55.4% | +55.9% |
| All | +154.3% | +97.2% | +57.1% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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