+144.7%
BTI vs AS
+134.9%
+9.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | -1.0% | +6.9% | -8.0% | -1.2% |
| 30D | +13.0% | +16.0% | -3.0% | +12.5% |
| 3M | +5.3% | -12.8% | +18.2% | +5.6% |
| 6M | +5.3% | -15.4% | +20.7% | +5.6% |
| YTD | +12.4% | -15.7% | +28.1% | +12.6% |
| 1Y | +18.9% | +6.1% | +12.9% | +18.9% |
| All | +144.7% | +134.9% | +9.9% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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