+144.0%
BTI vs AME
+63.5%
+80.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -3.2% | +8.1% | -11.3% | -3.3% |
| 30D | +9.7% | -3.8% | +13.5% | +9.8% |
| 3M | +11.1% | -6.6% | +17.7% | +11.4% |
| 6M | -1.2% | +4.6% | -5.8% | -1.6% |
| YTD | +12.7% | +17.9% | -5.3% | +11.5% |
| 1Y | +15.8% | +23.2% | -7.4% | +14.4% |
| All | +144.0% | +63.5% | +80.5% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling