-20.9%
BITO vs ABCL
-28.1%
+7.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.4% |
| 7D | -9.2% | -3.3% | -5.9% | -8.7% |
| 30D | -15.9% | -7.1% | -8.8% | -15.1% |
| 3M | +7.3% | +4.7% | +2.6% | +5.0% |
| 6M | -15.2% | +140.9% | -156.1% | -32.7% |
| YTD | -23.8% | +236.0% | -259.7% | -44.8% |
| 1Y | -32.2% | +217.4% | -249.6% | -50.3% |
| 3Y | +55.1% | +188.7% | -133.6% | +6.3% |
| 5Y | -16.7% | -23.5% | +6.8% | -30.5% |
| All | -20.9% | -28.1% | +7.3% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling