+71.4%
BTI vs AME
+445.1%
-373.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.3% |
| 7D | -0.2% | +1.7% | -1.9% | -0.7% |
| 30D | -1.1% | -6.4% | +5.4% | +0.9% |
| 3M | -8.8% | +7.1% | -15.8% | -11.0% |
| 6M | -4.0% | +8.2% | -12.1% | -6.8% |
| YTD | +0.4% | +18.2% | -17.8% | -5.5% |
| 1Y | +1.9% | +26.7% | -24.8% | -6.3% |
| 3Y | +108.5% | +60.7% | +47.8% | +72.7% |
| 5Y | +118.5% | +91.6% | +27.0% | +66.0% |
| All | +71.4% | +445.1% | -373.6% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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