+214.0%
AMAT vs BTDR
+0.5%
+213.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.4% | +3.8% |
| 7D | -1.5% | +20.0% | -21.5% | -3.7% |
| 30D | -14.8% | +11.9% | -26.7% | -16.4% |
| 3M | -9.3% | -36.9% | +27.7% | -6.0% |
| 6M | +27.4% | +56.5% | -29.1% | +20.0% |
| YTD | +77.6% | +10.4% | +67.1% | +71.6% |
| 1Y | +188.9% | +3.1% | +185.9% | +177.5% |
| All | +214.0% | +0.5% | +213.5% | +169.1% |
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