+103.6%
AMAT vs BTSG
+459.6%
-355.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.3% | +3.7% |
| 7D | -14.7% | +0.4% | -15.1% | -14.6% |
| 30D | -36.1% | +5.3% | -41.3% | -37.0% |
| 3M | -36.9% | +10.8% | -47.7% | -38.9% |
| 6M | -22.2% | +27.3% | -49.5% | -27.7% |
| YTD | +29.9% | +79.3% | -49.4% | +10.5% |
| 1Y | +43.3% | +106.0% | -62.7% | +18.1% |
| All | +103.6% | +459.6% | -355.9% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling