-14.3%
BITO vs AMBA
-63.1%
+48.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.5% |
| 7D | -7.0% | +2.6% | -9.6% | -7.7% |
| 30D | -10.3% | -3.6% | -6.7% | -9.7% |
| 3M | +16.0% | -24.6% | +40.7% | +22.7% |
| 6M | -10.8% | -21.6% | +10.8% | -10.3% |
| YTD | -17.5% | -11.8% | -5.7% | -20.5% |
| 1Y | -30.1% | -33.2% | +3.1% | -28.2% |
| 3Y | +65.1% | +24.5% | +40.6% | +30.7% |
| 5Y | -10.9% | -67.7% | +56.8% | -9.9% |
| All | -14.3% | -63.1% | +48.8% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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