+9.7%
AMZN vs BITO
-30.5%
+40.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | -3.0% | +2.9% | -5.9% | -3.5% |
| 30D | -5.2% | +22.6% | -27.8% | -9.1% |
| 3M | +1.9% | +24.7% | -22.8% | -2.9% |
| 6M | +19.2% | +7.5% | +11.8% | +17.0% |
| YTD | +12.0% | -10.8% | +22.8% | +14.5% |
| 1Y | +9.7% | -29.9% | +39.6% | +21.5% |
| All | +9.7% | -30.5% | +40.2% | +21.5% |
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