+124.2%
BTI vs AR
+58.9%
+65.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.3% |
| 7D | -3.0% | +2.1% | -5.1% | -3.2% |
| 30D | +9.8% | +4.5% | +5.2% | +9.4% |
| 3M | +9.2% | +1.0% | +8.2% | +9.0% |
| 6M | +4.0% | +4.4% | -0.4% | +3.6% |
| YTD | +12.7% | +10.9% | +1.8% | +11.6% |
| 1Y | +15.9% | +8.6% | +7.4% | +14.9% |
| 3Y | +148.9% | +48.5% | +100.4% | +139.0% |
| 5Y | +152.8% | +95.7% | +57.0% | +136.1% |
| 10Y | +124.2% | +55.5% | +68.8% | +114.9% |
| All | +124.2% | +58.9% | +65.3% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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