+11,791.0%
GOOGL vs BTI
+1,256.2%
+10,534.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.5% |
| 7D | +3.9% | +1.6% | +2.2% | +3.2% |
| 30D | -14.9% | +9.2% | -24.2% | -17.9% |
| 3M | -14.6% | +9.6% | -24.2% | -17.8% |
| 6M | -26.4% | -2.4% | -24.0% | -26.5% |
| YTD | -5.3% | +14.2% | -19.6% | -11.3% |
| 1Y | +6.5% | +20.3% | -13.8% | -2.3% |
| 3Y | +126.0% | +147.4% | -21.4% | +52.6% |
| 5Y | +100.8% | +155.4% | -54.6% | +31.3% |
| 10Y | +673.8% | +127.3% | +546.5% | +401.8% |
| All | +11,791.0% | +1,256.2% | +10,534.8% | +3,921.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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