+188.2%
AMAT vs BITO
-18.9%
+207.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.8% | -1.8% |
| 7D | +11.4% | -9.2% | +20.6% | +14.2% |
| 30D | -17.0% | -15.9% | -1.1% | -13.0% |
| 3M | -30.6% | +7.3% | -37.9% | -31.8% |
| 6M | -14.9% | -15.2% | +0.3% | -11.5% |
| YTD | +44.7% | -23.8% | +68.5% | +53.3% |
| 1Y | +66.9% | -32.2% | +99.1% | +81.3% |
| 3Y | +153.3% | +55.1% | +98.2% | +112.1% |
| 5Y | +146.2% | -16.7% | +162.9% | +123.8% |
| All | +188.2% | -18.9% | +207.1% | +161.9% |
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