+200.6%
AMAT vs BTDR
-29.7%
+230.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +9.7% | -3.6% | +5.0% |
| 7D | +7.0% | +7.7% | -0.7% | +6.1% |
| 30D | -20.6% | -24.1% | +3.5% | -18.4% |
| 3M | -24.8% | -19.1% | -5.7% | -23.4% |
| 6M | -10.7% | -46.6% | +35.9% | -6.3% |
| YTD | +54.3% | -37.3% | +91.6% | +58.6% |
| 1Y | +73.7% | -53.2% | +126.9% | +81.4% |
| 3Y | +168.4% | +77.1% | +91.3% | +161.0% |
| 5Y | +167.6% | -29.7% | +197.3% | +147.3% |
| All | +200.6% | -29.7% | +230.3% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling