+201.3%
AMD vs BTSG
+493.4%
-292.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.3% | -8.4% | -8.6% |
| 7D | +18.9% | +6.0% | +12.9% | +16.7% |
| 30D | -6.4% | +12.4% | -18.8% | -9.9% |
| 3M | +10.6% | +18.2% | -7.7% | +4.2% |
| 6M | +19.9% | +26.0% | -6.2% | +10.2% |
| YTD | +149.4% | +90.1% | +59.2% | +102.7% |
| 1Y | +115.4% | +124.3% | -8.9% | +67.5% |
| All | +201.3% | +493.4% | -292.1% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling