+88.9%
AMD vs BTI
+19.1%
+69.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.5% | +14.5% | +9.6% |
| 7D | -11.0% | -1.0% | -10.0% | -11.4% |
| 30D | -30.5% | +13.0% | -43.4% | -27.7% |
| 3M | -8.2% | +5.3% | -13.6% | -5.6% |
| 6M | +6.6% | +5.3% | +1.3% | +8.1% |
| YTD | +109.7% | +12.4% | +97.3% | +103.6% |
| 1Y | +88.9% | +18.9% | +70.0% | +84.0% |
| All | +88.9% | +19.1% | +69.8% | +84.0% |
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