+1,425.2%
AMAT vs BTI
+124.3%
+1,300.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.9% |
| 7D | +7.0% | -3.0% | +10.0% | +7.8% |
| 30D | -20.6% | +9.8% | -30.4% | -23.2% |
| 3M | -24.8% | +9.2% | -33.9% | -27.4% |
| 6M | -10.7% | +4.0% | -14.8% | -13.7% |
| YTD | +54.3% | +12.7% | +41.6% | +44.3% |
| 1Y | +73.7% | +15.9% | +57.8% | +60.9% |
| 3Y | +168.4% | +148.9% | +19.5% | +74.9% |
| 5Y | +167.6% | +152.8% | +14.8% | +69.5% |
| 10Y | +1,425.2% | +124.2% | +1,301.0% | +866.7% |
| All | +1,425.2% | +124.3% | +1,300.9% | +866.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling