+1,162.1%
AMAT vs BTI
+115.4%
+1,046.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +5.2% |
| 7D | -14.7% | -1.0% | -13.7% | -14.6% |
| 30D | -36.1% | +13.0% | -49.1% | -38.8% |
| 3M | -36.9% | +5.3% | -42.2% | -38.3% |
| 6M | -22.2% | +5.3% | -27.5% | -25.2% |
| YTD | +29.9% | +12.4% | +17.5% | +21.6% |
| 1Y | +43.3% | +18.9% | +24.3% | +31.3% |
| 3Y | +142.7% | +144.0% | -1.4% | +59.2% |
| 5Y | +126.2% | +156.3% | -30.0% | +41.9% |
| All | +1,162.1% | +115.4% | +1,046.7% | +704.6% |
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