-26.3%
APH vs BITO
-30.5%
+4.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.1% | -48.9% | -48.0% |
| 7D | -48.7% | -0.3% | -48.4% | -48.8% |
| 30D | -51.9% | +22.6% | -74.5% | -54.2% |
| 3M | -43.6% | +24.7% | -68.2% | -46.4% |
| 6M | -37.5% | +7.5% | -45.0% | -39.0% |
| YTD | -38.6% | -10.8% | -27.8% | -38.4% |
| 1Y | -26.3% | -29.9% | +3.6% | -22.8% |
| All | -26.3% | -30.5% | +4.2% | -22.8% |
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