+63.0%
BITO vs AMBA
+23.1%
+39.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | -5.6% | -2.6% | -2.9% | -5.3% |
| 30D | -11.0% | -10.5% | -0.5% | -9.5% |
| 3M | +13.6% | -26.4% | +40.0% | +18.7% |
| 6M | -10.1% | -20.9% | +10.8% | -10.0% |
| YTD | -18.6% | -14.8% | -3.8% | -20.6% |
| 1Y | -33.1% | -36.1% | +3.0% | -31.4% |
| 3Y | +63.0% | +20.2% | +42.7% | +56.7% |
| All | +63.0% | +23.1% | +39.9% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling