+11,477.5%
AMD vs BTI
+6,053.3%
+5,424.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.0% |
| 7D | +2.6% | -1.4% | +4.0% | +2.9% |
| 30D | -0.9% | -6.6% | +5.7% | +0.7% |
| 3M | -8.7% | -3.0% | -5.7% | -8.9% |
| 6M | +136.3% | -6.7% | +143.0% | +137.8% |
| YTD | +123.0% | +0.6% | +122.4% | +120.0% |
| 1Y | +195.2% | +5.6% | +189.6% | +186.7% |
| 3Y | +336.3% | +110.3% | +226.0% | +246.4% |
| 5Y | +334.5% | +114.3% | +220.2% | +240.4% |
| 10Y | +6,259.1% | +67.7% | +6,191.5% | +5,082.3% |
| All | +11,477.5% | +6,053.3% | +5,424.1% | +4,395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling