+214.0%
AMAT vs BITO
+159.3%
+54.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.8% |
| 7D | -1.5% | +2.9% | -4.4% | -2.1% |
| 30D | -14.8% | +22.6% | -37.4% | -18.5% |
| 3M | -9.3% | +24.7% | -33.9% | -13.4% |
| 6M | +27.4% | +7.5% | +19.9% | +25.0% |
| YTD | +77.6% | -10.8% | +88.4% | +78.6% |
| 1Y | +188.9% | -29.9% | +218.8% | +201.5% |
| All | +214.0% | +159.3% | +54.7% | +206.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling