-23.4%
BITO vs AME
+21.1%
-44.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +4.0% |
| 7D | -1.9% | -4.4% | +2.5% | -0.9% |
| 30D | -6.7% | -5.9% | -0.8% | -5.4% |
| 3M | +23.1% | -6.5% | +29.6% | +24.9% |
| 6M | -2.0% | +3.2% | -5.2% | -3.2% |
| YTD | -11.4% | +16.0% | -27.4% | -16.6% |
| 1Y | -23.4% | +20.4% | -43.8% | -29.0% |
| All | -23.4% | +21.1% | -44.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling