+162.5%
BTI vs AR
-30.5%
+193.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.4% |
| 7D | -0.1% | -5.8% | +5.6% | +0.2% |
| 30D | +9.6% | +4.8% | +4.8% | +9.2% |
| 3M | +8.3% | +1.5% | +6.8% | +8.1% |
| 6M | +7.5% | +4.7% | +2.8% | +7.0% |
| YTD | +12.3% | +9.2% | +3.1% | +11.2% |
| 1Y | +16.2% | +11.2% | +5.0% | +15.0% |
| 3Y | +148.0% | +46.2% | +101.7% | +138.0% |
| 5Y | +153.2% | +98.1% | +55.2% | +135.6% |
| 10Y | +128.2% | +54.5% | +73.7% | +109.7% |
| All | +162.5% | -30.5% | +193.0% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling