+2,397.6%
AMAT vs BTG
+367.4%
+2,030.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +1.1% |
| 7D | -2.5% | +13.0% | -15.4% | -3.5% |
| 30D | -26.5% | +1.1% | -27.7% | -26.6% |
| 3M | -28.6% | +5.3% | -33.9% | -29.0% |
| 6M | -14.2% | +1.1% | -15.3% | -14.7% |
| YTD | +45.5% | +19.2% | +26.3% | +42.5% |
| 1Y | +59.3% | +31.5% | +27.9% | +54.9% |
| 3Y | +153.1% | +94.3% | +58.8% | +136.8% |
| 5Y | +158.2% | +41.8% | +116.4% | +144.6% |
| 10Y | +1,370.8% | +162.9% | +1,207.9% | +1,227.6% |
| All | +2,397.6% | +367.4% | +2,030.2% | +2,272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling