-29.9%
BITO vs AA
+63.2%
-93.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.3% | -2.0% |
| 7D | +2.9% | -0.7% | +3.6% | +3.0% |
| 30D | +22.6% | +5.0% | +17.6% | +20.9% |
| 3M | +24.7% | -35.8% | +60.5% | +37.5% |
| 6M | +7.5% | -18.4% | +25.8% | +8.6% |
| YTD | -10.8% | -5.5% | -5.3% | -15.6% |
| 1Y | -29.9% | +61.0% | -90.9% | -44.6% |
| All | -29.9% | +63.2% | -93.1% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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