+178.3%
AMAT vs BTSG
+406.1%
-227.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +4.6% |
| 7D | -1.5% | +2.7% | -4.2% | -2.3% |
| 30D | -14.8% | -3.6% | -11.2% | -14.1% |
| 3M | -9.3% | +5.8% | -15.1% | -11.1% |
| 6M | +27.4% | +44.7% | -17.3% | +14.5% |
| YTD | +77.6% | +62.2% | +15.4% | +55.6% |
| 1Y | +188.9% | +152.1% | +36.8% | +130.5% |
| All | +178.3% | +406.1% | -227.8% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling