-7.4%
BITO vs AMBA
-62.8%
+55.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +2.9% | -11.0% | +13.8% | +5.5% |
| 30D | +22.6% | -23.2% | +45.8% | +29.8% |
| 3M | +24.7% | -12.7% | +37.4% | +24.4% |
| 6M | +7.5% | +11.2% | -3.8% | -1.3% |
| YTD | -10.8% | -11.2% | +0.4% | -13.7% |
| 1Y | -29.9% | -22.5% | -7.4% | -30.9% |
| 3Y | +158.9% | -1.3% | +160.2% | +121.0% |
| All | -7.4% | -62.8% | +55.5% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling