-29.9%
BITO vs AMGN
+57.8%
-87.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +2.9% | +1.1% | +1.8% | +2.7% |
| 30D | +22.6% | +7.8% | +14.8% | +21.4% |
| 3M | +24.7% | +27.3% | -2.6% | +20.5% |
| 6M | +7.5% | +16.8% | -9.4% | +5.2% |
| YTD | -10.8% | +36.3% | -47.1% | -14.1% |
| 1Y | -29.9% | +60.4% | -90.3% | -34.8% |
| All | -29.9% | +57.8% | -87.7% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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