+144.4%
BTI vs AS
+137.8%
+6.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +1.3% |
| 7D | -0.1% | +4.5% | -4.6% | -0.3% |
| 30D | +9.6% | +13.2% | -3.6% | +9.2% |
| 3M | +8.3% | -11.9% | +20.2% | +8.6% |
| 6M | +7.5% | -11.6% | +19.1% | +7.7% |
| YTD | +12.3% | -14.7% | +27.0% | +12.4% |
| 1Y | +16.2% | +5.7% | +10.5% | +16.1% |
| All | +144.4% | +137.8% | +6.7% | +135.2% |
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