+61.5%
AMZN vs BTSG
+421.3%
-359.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.0% |
| 7D | +0.8% | +5.7% | -4.9% | +0.1% |
| 30D | -6.4% | +0.2% | -6.6% | -6.5% |
| 3M | +4.8% | +5.6% | -0.8% | +1.6% |
| 6M | +20.5% | +50.8% | -30.3% | +7.7% |
| YTD | +11.3% | +67.0% | -55.7% | -2.9% |
| 1Y | +9.0% | +145.5% | -136.6% | -12.7% |
| All | +61.5% | +421.3% | -359.8% | +12.1% |
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