-29.9%
BITO vs ABCL
+186.8%
-216.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.3% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +22.6% | +93.1% | -70.5% | +9.3% |
| 3M | +24.7% | +79.4% | -54.8% | +11.4% |
| 6M | +7.5% | +214.9% | -207.4% | -17.5% |
| YTD | -10.8% | +234.2% | -245.0% | -34.4% |
| 1Y | -29.9% | +174.8% | -204.7% | -44.8% |
| All | -29.9% | +186.8% | -216.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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