+61.4%
AMAT vs BTI
+24.7%
+36.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.7% | -2.2% |
| 7D | -11.2% | +5.3% | -16.5% | -9.7% |
| 30D | -31.9% | +19.1% | -51.0% | -28.4% |
| 3M | -32.3% | +6.5% | -38.9% | -29.9% |
| 6M | -5.4% | +9.4% | -14.8% | -4.7% |
| YTD | +44.3% | +14.4% | +29.9% | +41.3% |
| 1Y | +61.4% | +23.9% | +37.5% | +48.1% |
| All | +61.4% | +24.7% | +36.7% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling