+2,130.7%
AMAT vs BTG
+375.3%
+1,755.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.8% | +4.0% |
| 7D | -14.7% | +17.4% | -32.1% | -15.9% |
| 30D | -36.1% | +8.0% | -44.1% | -36.6% |
| 3M | -36.9% | +32.5% | -69.4% | -38.5% |
| 6M | -22.2% | +21.6% | -43.8% | -23.8% |
| YTD | +29.9% | +21.2% | +8.7% | +27.1% |
| 1Y | +43.3% | +43.9% | -0.6% | +38.4% |
| 3Y | +142.7% | +78.6% | +64.1% | +128.2% |
| 5Y | +126.2% | +48.8% | +77.4% | +113.6% |
| 10Y | +1,211.7% | +136.8% | +1,074.9% | +1,088.7% |
| All | +2,130.7% | +375.3% | +1,755.4% | +2,015.9% |
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