+70.3%
BTI vs ARWR
+1,080.6%
-1,010.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.0% | -4.3% | +2.3% | -1.8% |
| 30D | -3.4% | -7.3% | +3.8% | -3.1% |
| 3M | -9.0% | +17.0% | -26.0% | -9.8% |
| 6M | -5.0% | +39.8% | -44.8% | -6.7% |
| YTD | -0.3% | +24.7% | -25.0% | -1.7% |
| 1Y | +3.1% | +186.5% | -183.4% | -2.5% |
| 3Y | +111.0% | +176.8% | -65.8% | +95.5% |
| 5Y | +117.0% | +29.3% | +87.7% | +104.9% |
| All | +70.3% | +1,080.6% | -1,010.3% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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