+170.1%
AMAT vs BTI
+146.0%
+24.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.2% |
| 7D | +7.0% | -3.0% | +10.0% | +6.2% |
| 30D | -20.6% | +9.8% | -30.4% | -18.7% |
| 3M | -24.8% | +9.2% | -33.9% | -22.8% |
| 6M | -10.7% | +4.0% | -14.8% | -9.0% |
| YTD | +54.3% | +12.7% | +41.6% | +58.0% |
| 1Y | +73.7% | +15.9% | +57.8% | +78.5% |
| All | +170.1% | +146.0% | +24.1% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling