+169.4%
AMD vs BTSG
+406.1%
-236.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.1% |
| 7D | +2.6% | +2.7% | -0.1% | +1.6% |
| 30D | -0.9% | -3.6% | +2.7% | 0.0% |
| 3M | -8.7% | +5.8% | -14.5% | -11.0% |
| 6M | +136.3% | +44.7% | +91.6% | +109.1% |
| YTD | +123.0% | +62.2% | +60.8% | +91.4% |
| 1Y | +195.2% | +152.1% | +43.1% | +126.0% |
| All | +169.4% | +406.1% | -236.7% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling