-16.2%
BITO vs AMC
-99.2%
+83.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -3.3% |
| 7D | -9.2% | +3.5% | -12.7% | -9.6% |
| 30D | -15.9% | +12.5% | -28.4% | -17.0% |
| 3M | +7.3% | +23.6% | -16.3% | +4.7% |
| 6M | -15.2% | +144.4% | -159.6% | -24.4% |
| YTD | -23.8% | +108.3% | -132.1% | -31.4% |
| 1Y | -32.2% | +38.9% | -71.1% | -36.5% |
| 3Y | +55.1% | -58.9% | +113.9% | +54.8% |
| All | -16.2% | -99.2% | +83.0% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling