+255.1%
AMAT vs BITO
-8.3%
+263.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.4% | -3.4% | +3.8% | +1.3% |
| 30D | -16.6% | +21.4% | -38.0% | -20.8% |
| 3M | -17.3% | +20.5% | -37.8% | -21.4% |
| 6M | +30.3% | +7.4% | +22.9% | +27.5% |
| YTD | +78.3% | -13.9% | +92.1% | +82.5% |
| 1Y | +169.8% | -35.1% | +204.8% | +194.1% |
| 3Y | +218.5% | +156.8% | +61.7% | +129.7% |
| All | +255.1% | -8.3% | +263.4% | +212.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling