+153.3%
AMD vs BTSG
+459.6%
-306.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.1% | +10.4% |
| 7D | -11.0% | +0.4% | -11.4% | -10.8% |
| 30D | -30.5% | +5.3% | -35.7% | -31.6% |
| 3M | -8.2% | +10.8% | -19.0% | -11.7% |
| 6M | +6.6% | +27.3% | -20.8% | -2.2% |
| YTD | +109.7% | +79.3% | +30.4% | +73.8% |
| 1Y | +88.9% | +106.0% | -17.1% | +50.8% |
| All | +153.3% | +459.6% | -306.2% | +62.0% |
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