+133.2%
AMAT vs BTSG
+495.4%
-362.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.1% |
| 7D | +19.3% | +8.5% | +10.8% | +16.6% |
| 30D | -17.9% | +14.0% | -32.0% | -20.9% |
| 3M | -30.4% | +19.7% | -50.2% | -34.1% |
| 6M | -11.4% | +28.7% | -40.2% | -18.0% |
| YTD | +48.8% | +90.8% | -42.0% | +24.3% |
| 1Y | +66.0% | +112.4% | -46.4% | +35.5% |
| All | +133.2% | +495.4% | -362.3% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling