+142.7%
AMAT vs BTI
+139.2%
+3.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +3.3% |
| 7D | -14.7% | -1.0% | -13.7% | -14.9% |
| 30D | -36.1% | +13.0% | -49.1% | -34.2% |
| 3M | -36.9% | +3.7% | -40.5% | -35.8% |
| 6M | -22.2% | +3.7% | -25.9% | -20.9% |
| YTD | +29.9% | +10.6% | +19.3% | +32.7% |
| 1Y | +43.3% | +17.1% | +26.2% | +47.6% |
| 3Y | +142.7% | +140.2% | +2.5% | +174.3% |
| All | +142.7% | +139.2% | +3.5% | +174.3% |
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 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