+309.6%
BTI vs BAH
+1,076.0%
-766.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.4% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | +9.2% | +20.8% | -11.6% | +5.8% |
| 3M | +9.6% | +11.6% | -1.9% | +7.5% |
| 6M | -2.4% | +23.1% | -25.5% | -6.3% |
| YTD | +14.2% | +5.3% | +9.0% | +11.7% |
| 1Y | +20.3% | +6.1% | +14.2% | +17.3% |
| 3Y | +147.4% | -27.5% | +174.9% | +151.5% |
| 5Y | +155.4% | +6.2% | +149.2% | +136.2% |
| 10Y | +127.3% | +202.2% | -74.9% | +69.7% |
| All | +309.6% | +1,076.0% | -766.4% | +135.0% |
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