+61.4%
AMZN vs BTSG
+389.4%
-328.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.8% |
| 7D | -0.7% | -3.3% | +2.6% | -0.3% |
| 30D | -3.9% | -1.6% | -2.3% | -3.8% |
| 3M | +6.3% | -6.9% | +13.2% | +5.2% |
| 6M | +20.8% | +42.1% | -21.3% | +8.7% |
| YTD | +11.2% | +56.8% | -45.6% | -2.2% |
| 1Y | +11.7% | +109.8% | -98.2% | -7.9% |
| All | +61.4% | +389.4% | -328.0% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling