+253.7%
AMAT vs BITO
-5.0%
+258.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.9% |
| 7D | -1.5% | +2.9% | -4.4% | -2.3% |
| 30D | -14.8% | +22.6% | -37.4% | -19.3% |
| 3M | -9.3% | +24.7% | -33.9% | -14.3% |
| 6M | +27.4% | +7.5% | +19.9% | +24.6% |
| YTD | +77.6% | -10.8% | +88.4% | +80.3% |
| 1Y | +188.9% | -29.9% | +218.8% | +209.3% |
| 3Y | +202.3% | +158.9% | +43.4% | +117.8% |
| All | +253.7% | -5.0% | +258.8% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling