-11.9%
BITO vs ABCL
-12.4%
+0.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -5.6% | +2.3% | -7.9% | -6.1% |
| 30D | -10.9% | -0.7% | -10.2% | -11.1% |
| 3M | +13.8% | +33.4% | -19.6% | +6.0% |
| 6M | -9.9% | +137.8% | -147.7% | -28.2% |
| YTD | -18.4% | +264.3% | -282.8% | -42.0% |
| 1Y | -33.0% | +209.2% | -242.2% | -50.7% |
| 3Y | +63.2% | +208.4% | -145.2% | +10.0% |
| All | -11.9% | -12.4% | +0.4% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling