+1,315.3%
AMAT vs BTG
+148.3%
+1,167.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.2% | +6.2% | +10.6% |
| 7D | -1.1% | +19.1% | -20.1% | -3.7% |
| 30D | -26.9% | +8.2% | -35.1% | -27.8% |
| 3M | -31.2% | +13.3% | -44.5% | -32.6% |
| 6M | -14.7% | +8.1% | -22.8% | -16.4% |
| YTD | +44.7% | +27.5% | +17.2% | +38.0% |
| 1Y | +62.0% | +47.1% | +14.9% | +51.6% |
| 3Y | +165.0% | +105.8% | +59.2% | +133.0% |
| 5Y | +147.1% | +55.8% | +91.3% | +120.8% |
| 10Y | +1,315.3% | +161.8% | +1,153.5% | +1,185.4% |
| All | +1,315.3% | +148.3% | +1,167.0% | +1,185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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