-15.4%
BITO vs AMBA
-64.3%
+48.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -5.6% | -2.6% | -2.9% | -5.1% |
| 30D | -11.0% | -10.5% | -0.5% | -8.9% |
| 3M | +13.6% | -26.4% | +40.0% | +20.8% |
| 6M | -10.1% | -20.9% | +10.8% | -9.9% |
| YTD | -18.6% | -14.8% | -3.8% | -20.9% |
| 1Y | -33.1% | -36.1% | +3.0% | -30.6% |
| 3Y | +63.0% | +20.2% | +42.7% | +30.0% |
| 5Y | -13.5% | -67.2% | +53.7% | -12.6% |
| All | -15.4% | -64.3% | +48.9% | -15.4% |
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