-22.2%
AMAT vs BTI
+3.4%
-25.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +1.1% |
| 7D | -14.7% | -1.0% | -13.7% | -15.3% |
| 30D | -36.1% | +13.0% | -49.1% | -28.4% |
| 3M | -36.9% | +3.7% | -40.5% | -33.1% |
| 6M | -22.2% | +3.7% | -25.9% | -16.0% |
| All | -22.2% | +3.4% | -25.6% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling