+306.4%
APH vs BITO
-16.7%
+323.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -5.0% | -5.6% | +0.6% | -4.1% |
| 30D | -8.4% | -11.0% | +2.6% | -6.4% |
| 3M | -4.5% | +13.6% | -18.1% | -6.7% |
| 6M | +25.3% | -10.1% | +35.3% | +27.2% |
| YTD | +18.9% | -18.6% | +37.5% | +21.9% |
| 1Y | +11.9% | -33.1% | +45.0% | +18.4% |
| 3Y | +278.0% | +63.0% | +215.0% | +235.8% |
| 5Y | +306.4% | -13.5% | +319.9% | +277.2% |
| All | +306.4% | -16.7% | +323.1% | +277.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling