+24.5%
ALAB vs BITO
-25.7%
+50.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -6.2% |
| 7D | -24.9% | -1.9% | -22.9% | -23.9% |
| 30D | -38.4% | -6.7% | -31.7% | -35.5% |
| 3M | -38.3% | +23.1% | -61.3% | -44.7% |
| 6M | +10.9% | -2.0% | +13.0% | +12.2% |
| YTD | +34.2% | -11.4% | +45.6% | +31.3% |
| 1Y | +24.5% | -23.4% | +47.9% | +24.0% |
| All | +24.5% | -25.7% | +50.2% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling