+162.8%
BTI vs AR
-33.4%
+196.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.4% |
| 7D | -1.0% | -14.3% | +13.2% | -0.2% |
| 30D | +13.0% | +1.4% | +11.5% | +12.8% |
| 3M | +5.3% | +3.4% | +2.0% | +5.0% |
| 6M | +5.3% | -2.1% | +7.4% | +5.2% |
| YTD | +12.4% | +4.7% | +7.7% | +11.6% |
| 1Y | +18.9% | +10.6% | +8.4% | +17.7% |
| 3Y | +144.0% | +24.6% | +119.5% | +136.6% |
| 5Y | +156.3% | +71.9% | +84.4% | +140.4% |
| 10Y | +115.3% | +46.4% | +68.9% | +98.4% |
| All | +162.8% | -33.4% | +196.1% | +160.5% |
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