+153.2%
AMAT vs BTDR
-39.9%
+193.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.3% | -9.1% | +2.8% |
| 7D | -14.7% | -10.4% | -4.4% | -13.7% |
| 30D | -36.1% | -42.2% | +6.1% | -32.5% |
| 3M | -36.9% | -42.8% | +6.0% | -33.5% |
| 6M | -22.2% | -60.2% | +38.0% | -16.0% |
| YTD | +29.9% | -46.3% | +76.3% | +35.8% |
| 1Y | +43.3% | -71.7% | +114.9% | +55.3% |
| 3Y | +142.7% | +54.6% | +88.0% | +139.8% |
| 5Y | +126.2% | -39.5% | +165.8% | +112.2% |
| All | +153.2% | -39.9% | +193.0% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling