+195.2%
AMD vs BTI
+5.0%
+190.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +4.4% |
| 7D | +2.6% | -1.4% | +4.0% | +2.3% |
| 30D | -0.9% | -6.6% | +5.7% | -2.3% |
| 3M | -8.7% | -3.0% | -5.7% | -10.4% |
| 6M | +136.3% | -6.7% | +143.0% | +131.0% |
| YTD | +123.0% | +0.6% | +122.4% | +116.3% |
| 1Y | +195.2% | +5.6% | +189.6% | +193.7% |
| All | +195.2% | +5.0% | +190.2% | +193.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling