+247.2%
AMAT vs BTG
+72.3%
+174.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.6% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -14.8% | +36.8% | -51.6% | -20.4% |
| 3M | -9.3% | +23.1% | -32.4% | -13.6% |
| 6M | +27.4% | +3.5% | +23.9% | +24.6% |
| YTD | +77.6% | +25.5% | +52.1% | +67.4% |
| 1Y | +188.9% | +40.1% | +148.9% | +166.2% |
| 3Y | +202.3% | +101.1% | +101.2% | +153.6% |
| All | +247.2% | +72.3% | +174.9% | +195.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling