+118.3%
BTI vs AU
+686.2%
-568.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -0.2% | -4.3% | +4.1% | +0.1% |
| 30D | -1.1% | +7.3% | -8.4% | -1.7% |
| 3M | -8.8% | +26.3% | -35.1% | -10.5% |
| 6M | -4.0% | +1.8% | -5.7% | -4.6% |
| YTD | +0.4% | +26.8% | -26.5% | -2.5% |
| 1Y | +1.9% | +66.7% | -64.8% | -3.6% |
| 3Y | +108.5% | +579.1% | -470.6% | +71.6% |
| All | +118.3% | +686.2% | -568.0% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling