+135.1%
BTI vs AR
-27.2%
+162.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -1.4% | +2.5% | -3.9% | -1.5% |
| 30D | -6.6% | +14.8% | -21.4% | -7.4% |
| 3M | -3.0% | +6.2% | -9.2% | -3.4% |
| 6M | -6.7% | +4.3% | -11.0% | -7.1% |
| YTD | +0.6% | +14.4% | -13.8% | -0.5% |
| 1Y | +5.6% | +21.3% | -15.7% | +3.9% |
| 3Y | +110.3% | +39.8% | +70.5% | +102.5% |
| 5Y | +114.3% | +142.1% | -27.8% | +97.0% |
| 10Y | +67.7% | +52.0% | +15.6% | +54.4% |
| All | +135.1% | -27.2% | +162.3% | +132.1% |
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