+117.0%
BTI vs AME
+82.6%
+34.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.1% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -3.4% | -8.6% | +5.2% | -2.2% |
| 3M | -9.0% | +5.8% | -14.8% | -10.0% |
| 6M | -5.0% | +3.8% | -8.8% | -5.8% |
| YTD | -0.3% | +14.4% | -14.8% | -2.7% |
| 1Y | +3.1% | +25.8% | -22.7% | -0.8% |
| 3Y | +111.0% | +55.2% | +55.8% | +91.8% |
| 5Y | +117.0% | +85.5% | +31.5% | +79.4% |
| All | +117.0% | +82.6% | +34.4% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling