+3.9%
BITO vs AMDL
+95.0%
-91.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.6% | -3.5% |
| 7D | +2.9% | +4.5% | -1.7% | +2.3% |
| 30D | +22.6% | -4.4% | +27.0% | +22.6% |
| 3M | +24.7% | -30.5% | +55.1% | +25.8% |
| 6M | +7.5% | +300.9% | -293.4% | -18.4% |
| YTD | -10.8% | +219.9% | -230.7% | -31.5% |
| 1Y | -29.9% | +374.7% | -404.6% | -50.6% |
| All | +3.9% | +95.0% | -91.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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