+54,805.5%
AMGN vs BTI
+6,031.1%
+48,774.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.4% | -9.7% | -10.0% |
| 7D | -10.3% | -1.4% | -8.9% | -10.0% |
| 30D | -3.8% | -7.0% | +3.3% | -2.5% |
| 3M | +14.4% | -6.3% | +20.7% | +15.6% |
| 6M | +7.8% | -2.0% | +9.8% | +8.0% |
| YTD | +22.6% | +0.2% | +22.4% | +22.1% |
| 1Y | +44.2% | +3.8% | +40.4% | +42.7% |
| 3Y | +65.8% | +112.1% | -46.3% | +43.4% |
| 5Y | +108.0% | +113.6% | -5.6% | +78.7% |
| 10Y | +209.9% | +69.6% | +140.3% | +170.7% |
| All | +54,805.5% | +6,031.1% | +48,774.4% | +30,124.2% |
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