+92.5%
AXP vs BITO
-5.0%
+97.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.7% |
| 7D | -2.1% | +2.9% | -5.0% | -2.6% |
| 30D | -6.5% | +22.6% | -29.1% | -9.7% |
| 3M | +4.6% | +24.7% | -20.0% | +0.7% |
| 6M | +5.4% | +7.5% | -2.0% | +3.7% |
| YTD | -11.1% | -10.8% | -0.3% | -10.4% |
| 1Y | -0.3% | -29.9% | +29.6% | +4.1% |
| 3Y | +111.6% | +158.9% | -47.3% | +73.3% |
| All | +92.5% | -5.0% | +97.6% | +77.1% |
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