+188.9%
AMAT vs BTSG
+152.4%
+36.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +4.8% |
| 7D | -1.5% | +2.7% | -4.2% | -2.7% |
| 30D | -14.8% | -3.6% | -11.2% | -13.7% |
| 3M | -9.3% | +5.8% | -15.1% | -12.9% |
| 6M | +27.4% | +44.7% | -17.3% | +6.0% |
| YTD | +77.6% | +62.2% | +15.4% | +42.1% |
| 1Y | +188.9% | +152.1% | +36.8% | +122.4% |
| All | +188.9% | +152.4% | +36.5% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling