+66.9%
AMAT vs BITO
-35.2%
+102.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.8% | -1.3% |
| 7D | +11.4% | -9.2% | +20.6% | +15.8% |
| 30D | -17.0% | -15.9% | -1.1% | -10.8% |
| 3M | -30.6% | +7.3% | -37.9% | -32.1% |
| 6M | -14.9% | -15.2% | +0.3% | -9.5% |
| YTD | +44.7% | -23.8% | +68.5% | +52.2% |
| 1Y | +66.9% | -32.2% | +99.1% | +79.9% |
| All | +66.9% | -35.2% | +102.1% | +79.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling