+13,507.3%
GOOGL vs BTI
+1,093.9%
+12,413.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.3% | -1.4% | -0.9% | -1.8% |
| 30D | -6.6% | -6.6% | +0.1% | -4.3% |
| 3M | -8.9% | -3.0% | -6.0% | -8.5% |
| 6M | +11.9% | -6.7% | +18.6% | +13.7% |
| YTD | +8.3% | +0.6% | +7.8% | +6.8% |
| 1Y | +46.2% | +5.6% | +40.6% | +41.2% |
| 3Y | +151.9% | +110.3% | +41.5% | +81.2% |
| 5Y | +137.7% | +114.3% | +23.4% | +66.7% |
| 10Y | +757.6% | +67.7% | +689.9% | +534.0% |
| All | +13,507.3% | +1,093.9% | +12,413.4% | +4,742.8% |
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