+160.4%
AMAT vs BTDR
+54.4%
+106.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.8% | +9.2% | -1.7% |
| 7D | +19.3% | +15.4% | +3.9% | +16.8% |
| 30D | -17.9% | -33.4% | +15.5% | -13.4% |
| 3M | -30.4% | -32.0% | +1.6% | -27.1% |
| 6M | -11.4% | -52.2% | +40.8% | -4.1% |
| YTD | +48.8% | -45.3% | +94.1% | +56.8% |
| 1Y | +66.0% | -56.0% | +122.0% | +77.8% |
| All | +160.4% | +54.4% | +106.0% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling