-7.4%
BITO vs AMC
-99.3%
+92.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.9% |
| 7D | +2.9% | +2.3% | +0.6% | +2.6% |
| 30D | +22.6% | -0.7% | +23.3% | +22.6% |
| 3M | +24.7% | +35.2% | -10.6% | +19.0% |
| 6M | +7.5% | +124.6% | -117.1% | -3.7% |
| YTD | -10.8% | +69.9% | -80.7% | -18.0% |
| 1Y | -29.9% | -2.6% | -27.3% | -31.8% |
| 3Y | +158.9% | -79.8% | +238.7% | +174.4% |
| All | -7.4% | -99.3% | +92.0% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling