+253.2%
AMAT vs BITO
-8.3%
+261.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -2.8% |
| 7D | +4.2% | -5.8% | +10.0% | +5.7% |
| 30D | -13.5% | +21.1% | -34.7% | -17.8% |
| 3M | -8.6% | +23.5% | -32.1% | -13.5% |
| 6M | +31.6% | +8.3% | +23.3% | +28.4% |
| YTD | +77.3% | -13.9% | +91.2% | +81.6% |
| 1Y | +179.4% | -34.5% | +213.9% | +204.0% |
| 3Y | +215.0% | +147.0% | +68.0% | +129.8% |
| All | +253.2% | -8.3% | +261.5% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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