-10.6%
BITO vs AME
+91.2%
-101.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.9% |
| 7D | -3.4% | +1.7% | -5.2% | -4.5% |
| 30D | +21.4% | -6.4% | +27.9% | +26.0% |
| 3M | +20.5% | +7.1% | +13.4% | +14.7% |
| 6M | +7.4% | +8.2% | -0.8% | +1.0% |
| YTD | -13.9% | +18.2% | -32.0% | -24.0% |
| 1Y | -35.1% | +26.7% | -61.8% | -45.7% |
| 3Y | +156.8% | +60.7% | +96.1% | +72.5% |
| All | -10.6% | +91.2% | -101.8% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling