+6,002.7%
BTI vs AME
+18,712.3%
-12,709.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | +2.8% | -4.2% | -2.0% |
| 30D | -7.0% | -6.3% | -0.8% | -5.8% |
| 3M | -6.3% | +5.4% | -11.7% | -7.6% |
| 6M | -2.0% | +7.4% | -9.4% | -3.8% |
| YTD | +0.2% | +16.2% | -16.0% | -3.4% |
| 1Y | +3.8% | +26.8% | -23.0% | -1.9% |
| 3Y | +112.1% | +57.5% | +54.6% | +89.1% |
| 5Y | +113.6% | +84.8% | +28.8% | +82.4% |
| 10Y | +69.6% | +424.3% | -354.7% | +15.7% |
| All | +6,002.7% | +18,712.3% | -12,709.5% | +2,313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling