+156.8%
BITO vs AME
+59.6%
+97.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.1% |
| 7D | -3.4% | +1.7% | -5.2% | -4.0% |
| 30D | +21.4% | -6.4% | +27.9% | +24.1% |
| 3M | +20.5% | +7.1% | +13.4% | +17.1% |
| 6M | +7.4% | +8.2% | -0.8% | +3.6% |
| YTD | -13.9% | +18.2% | -32.0% | -20.0% |
| 1Y | -35.1% | +26.7% | -61.8% | -41.4% |
| 3Y | +156.8% | +60.7% | +96.1% | +127.2% |
| All | +156.8% | +59.6% | +97.2% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling