+72.2%
BTI vs AR
+43.0%
+29.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.4% | -1.2% | -1.2% | -2.4% |
| 30D | -4.8% | +5.5% | -10.3% | -5.1% |
| 3M | -8.1% | +12.9% | -21.0% | -8.8% |
| 6M | -4.2% | +0.1% | -4.3% | -4.4% |
| YTD | -1.3% | +13.5% | -14.8% | -2.3% |
| 1Y | +2.1% | +21.6% | -19.4% | +0.5% |
| 3Y | +108.9% | +46.0% | +62.9% | +100.7% |
| 5Y | +114.5% | +143.7% | -29.3% | +97.5% |
| 10Y | +72.2% | +44.3% | +27.9% | +71.3% |
| All | +72.2% | +43.0% | +29.2% | +71.3% |
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