-9.1%
BITO vs AME
+88.0%
-97.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +1.5% | +2.8% | -1.2% | -0.1% |
| 30D | +20.0% | -6.3% | +26.3% | +24.4% |
| 3M | +22.8% | +5.4% | +17.4% | +17.9% |
| 6M | +13.1% | +7.4% | +5.7% | +6.7% |
| YTD | -12.5% | +16.2% | -28.6% | -22.0% |
| 1Y | -32.6% | +26.8% | -59.4% | -43.7% |
| 3Y | +151.0% | +57.5% | +93.5% | +70.9% |
| All | -9.1% | +88.0% | -97.1% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling