+112,825.2%
AMAT vs BTI
+6,769.3%
+106,055.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -2.5% | -0.1% | -2.3% | -2.6% |
| 30D | -26.5% | +9.6% | -36.1% | -28.3% |
| 3M | -28.6% | +8.3% | -36.9% | -30.3% |
| 6M | -14.2% | +7.5% | -21.7% | -17.0% |
| YTD | +45.5% | +12.3% | +33.2% | +39.3% |
| 1Y | +59.3% | +16.2% | +43.1% | +51.3% |
| 3Y | +153.1% | +148.0% | +5.1% | +96.3% |
| 5Y | +158.2% | +153.2% | +4.9% | +98.2% |
| 10Y | +1,370.8% | +128.2% | +1,242.6% | +1,044.2% |
| All | +112,825.2% | +6,769.3% | +106,055.9% | +43,054.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling