-10.6%
BITO vs AZN
+46.4%
-57.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | -1.6% | -1.9% | -3.1% |
| 30D | +21.4% | +1.1% | +20.4% | +21.2% |
| 3M | +20.5% | -12.1% | +32.6% | +23.9% |
| 6M | +7.4% | -17.1% | +24.5% | +12.0% |
| YTD | -13.9% | -12.0% | -1.9% | -11.9% |
| 1Y | -35.1% | -0.2% | -34.8% | -36.2% |
| 3Y | +156.8% | +26.8% | +130.1% | +126.8% |
| All | -10.6% | +46.4% | -57.0% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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