-9.4%
BITO vs AMBA
-59.3%
+50.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.4% | -8.7% | -2.2% |
| 7D | +1.1% | +2.5% | -1.4% | +0.3% |
| 30D | +21.8% | -16.1% | +37.9% | +26.3% |
| 3M | +25.0% | +4.6% | +20.4% | +19.4% |
| 6M | +11.3% | +29.2% | -17.8% | -1.5% |
| YTD | -12.7% | -2.9% | -9.8% | -17.3% |
| 1Y | -32.3% | -18.7% | -13.6% | -34.0% |
| 3Y | +150.3% | +14.9% | +135.5% | +105.0% |
| All | -9.4% | -59.3% | +50.0% | -11.5% |
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