+1,315.3%
AMAT vs BTI
+114.6%
+1,200.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.3% | +12.7% | +11.8% |
| 7D | -1.1% | -2.9% | +1.9% | -0.4% |
| 30D | -26.9% | +8.3% | -35.2% | -29.1% |
| 3M | -31.2% | +2.9% | -34.1% | -32.4% |
| 6M | -14.7% | +6.2% | -20.9% | -18.4% |
| YTD | +44.7% | +10.9% | +33.8% | +35.9% |
| 1Y | +62.0% | +16.6% | +45.4% | +49.4% |
| 3Y | +165.0% | +142.2% | +22.7% | +74.0% |
| 5Y | +147.1% | +151.3% | -4.2% | +56.1% |
| 10Y | +1,315.3% | +113.9% | +1,201.4% | +798.0% |
| All | +1,315.3% | +114.6% | +1,200.7% | +798.0% |
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