+156.8%
BITO vs AMGN
+59.9%
+96.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -3.4% | -13.7% | +10.3% | -1.2% |
| 30D | +21.4% | -8.8% | +30.2% | +23.2% |
| 3M | +20.5% | +7.2% | +13.3% | +19.2% |
| 6M | +7.4% | +1.3% | +6.1% | +7.1% |
| YTD | -13.9% | +17.6% | -31.5% | -16.2% |
| 1Y | -35.1% | +37.2% | -72.2% | -38.5% |
| 3Y | +156.8% | +57.7% | +99.1% | +137.6% |
| All | +156.8% | +59.9% | +96.9% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling