+91.3%
AXP vs BITO
-12.2%
+103.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -2.9% | -7.0% | +4.2% | -1.7% |
| 30D | +3.7% | -10.3% | +14.0% | +5.5% |
| 3M | -4.9% | +16.0% | -20.9% | -7.5% |
| 6M | +4.1% | -10.8% | +14.9% | +5.5% |
| YTD | -11.7% | -17.5% | +5.8% | -9.9% |
| 1Y | -11.7% | -30.1% | +18.3% | -7.7% |
| 3Y | +116.5% | +65.1% | +51.4% | +90.9% |
| 5Y | +89.5% | -10.9% | +100.4% | +76.3% |
| All | +91.3% | -12.2% | +103.5% | +77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling