-6.7%
AXP vs BITO
-25.7%
+19.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.7% |
| 7D | +4.6% | -1.9% | +6.5% | +4.9% |
| 30D | +9.7% | -6.7% | +16.5% | +10.8% |
| 3M | -3.8% | +23.1% | -26.8% | -7.1% |
| 6M | +4.8% | -2.0% | +6.8% | +4.6% |
| YTD | -9.1% | -11.4% | +2.3% | -9.2% |
| 1Y | -6.7% | -23.4% | +16.7% | -4.9% |
| All | -6.7% | -25.7% | +19.0% | -4.9% |
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