+253.9%
BTI vs BAH
+878.1%
-624.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -4.8% | -6.6% | +1.8% | -3.8% |
| 3M | -8.1% | -7.2% | -1.0% | -7.3% |
| 6M | -4.2% | -10.0% | +5.8% | -3.2% |
| YTD | -1.3% | -12.5% | +11.2% | -0.4% |
| 1Y | +2.1% | -27.9% | +30.0% | +6.4% |
| 3Y | +108.9% | -31.4% | +140.3% | +112.9% |
| 5Y | +114.5% | -3.2% | +117.7% | +100.1% |
| 10Y | +72.2% | +191.5% | -119.2% | +29.2% |
| All | +253.9% | +878.1% | -624.2% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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