+188.3%
AMAT vs BITO
-11.9%
+200.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.3% | +12.7% | +11.7% |
| 7D | -1.1% | -2.4% | +1.3% | -0.4% |
| 30D | -26.9% | -9.5% | -17.4% | -24.9% |
| 3M | -31.2% | +13.5% | -44.7% | -33.4% |
| 6M | -14.7% | -8.6% | -6.1% | -13.0% |
| YTD | +44.7% | -17.2% | +61.9% | +50.0% |
| 1Y | +62.0% | -30.5% | +92.5% | +74.6% |
| 3Y | +165.0% | +69.2% | +95.7% | +116.8% |
| 5Y | +147.1% | -14.1% | +161.2% | +119.8% |
| All | +188.3% | -11.9% | +200.1% | +156.4% |
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