-15.3%
BITO vs AMBA
-64.3%
+49.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -5.6% | -2.6% | -2.9% | -5.1% |
| 30D | -10.9% | -10.5% | -0.4% | -8.8% |
| 3M | +13.8% | -26.4% | +40.2% | +21.0% |
| 6M | -9.9% | -20.9% | +11.0% | -9.8% |
| YTD | -18.4% | -14.8% | -3.7% | -20.8% |
| 1Y | -33.0% | -36.1% | +3.1% | -30.5% |
| 3Y | +63.2% | +20.2% | +43.0% | +30.2% |
| 5Y | -13.4% | -67.2% | +53.9% | -12.5% |
| All | -15.3% | -64.3% | +49.0% | -15.3% |
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