-43.9%
ACN vs BITO
-6.8%
-37.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -3.9% |
| 7D | -4.8% | +1.5% | -6.4% | -5.0% |
| 30D | +1.9% | +20.0% | -18.1% | -0.5% |
| 3M | +3.9% | +22.8% | -18.9% | +1.0% |
| 6M | -15.0% | +13.1% | -28.1% | -16.7% |
| YTD | -31.9% | -12.5% | -19.4% | -31.2% |
| 1Y | -28.5% | -32.6% | +4.1% | -25.4% |
| 3Y | -41.9% | +151.0% | -193.0% | -52.3% |
| All | -43.9% | -6.8% | -37.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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