+1,665.8%
AMAT vs BTI
+67.8%
+1,598.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.1% |
| 7D | +7.0% | -1.4% | +8.4% | +7.5% |
| 30D | -12.2% | -7.0% | -5.2% | -10.2% |
| 3M | -3.8% | -6.3% | +2.5% | -2.8% |
| 6M | +45.9% | -2.0% | +47.9% | +43.9% |
| YTD | +84.6% | +0.2% | +84.4% | +80.5% |
| 1Y | +193.4% | +3.8% | +189.6% | +182.4% |
| 3Y | +228.1% | +112.1% | +116.0% | +127.3% |
| 5Y | +268.9% | +113.6% | +155.3% | +149.9% |
| 10Y | +1,665.8% | +69.6% | +1,596.1% | +1,147.3% |
| All | +1,665.8% | +67.8% | +1,598.0% | +1,147.3% |
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