+295.8%
AMD vs BTI
+151.5%
+144.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +44.7% | -3.2% | +48.0% | +44.7% |
| 30D | -3.3% | +9.7% | -13.0% | -3.6% |
| 3M | +21.2% | +11.1% | +10.1% | +20.8% |
| 6M | +30.6% | -1.2% | +31.8% | +31.3% |
| YTD | +173.3% | +12.7% | +160.6% | +168.6% |
| 1Y | +126.1% | +15.8% | +110.3% | +121.4% |
| 3Y | +393.5% | +148.9% | +244.7% | +305.9% |
| 5Y | +295.8% | +151.9% | +143.8% | +290.5% |
| All | +295.8% | +151.5% | +144.3% | +290.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling