+112.1%
BTI vs AMDL
+117.8%
-5.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.0% | -0.2% |
| 7D | -1.4% | +19.9% | -21.3% | -1.2% |
| 30D | -7.0% | +6.3% | -13.3% | -6.9% |
| 3M | -6.3% | -9.9% | +3.6% | -6.2% |
| 6M | -2.0% | +394.3% | -396.3% | -2.3% |
| YTD | +0.2% | +257.3% | -257.1% | -0.1% |
| 1Y | +3.8% | +508.5% | -504.8% | +4.0% |
| All | +112.1% | +117.8% | -5.7% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 5y: compounded portfolio wealth divided by compounded AMDL 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…
5y analysis · Full analysis span regression · 6 months rolling