+91.5%
AXP vs BITO
-13.3%
+104.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -0.6% | -5.6% | +5.0% | +0.3% |
| 30D | +5.0% | -11.0% | +16.0% | +6.9% |
| 3M | -4.2% | +13.6% | -17.8% | -6.5% |
| 6M | +2.9% | -10.1% | +13.0% | +4.2% |
| YTD | -11.6% | -18.6% | +7.0% | -9.6% |
| 1Y | -11.1% | -33.1% | +22.0% | -6.4% |
| 3Y | +116.7% | +63.0% | +53.8% | +91.5% |
| 5Y | +89.6% | -13.5% | +103.1% | +76.7% |
| All | +91.5% | -13.3% | +104.8% | +78.5% |
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 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