+1,665.8%
AMAT vs BTG
+139.8%
+1,525.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.8% | +4.4% |
| 7D | +7.0% | +4.8% | +2.2% | +6.2% |
| 30D | -12.2% | +8.3% | -20.6% | -13.3% |
| 3M | -3.8% | +32.3% | -36.1% | -8.1% |
| 6M | +45.9% | +3.0% | +43.0% | +43.8% |
| YTD | +84.6% | +21.9% | +62.7% | +77.8% |
| 1Y | +193.4% | +28.2% | +165.2% | +179.9% |
| 3Y | +228.1% | +99.9% | +128.2% | +191.0% |
| 5Y | +268.9% | +73.6% | +195.4% | +228.5% |
| 10Y | +1,665.8% | +136.5% | +1,529.2% | +1,501.4% |
| All | +1,665.8% | +139.8% | +1,525.9% | +1,501.4% |
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