-9.4%
BITO vs ABCL
-30.9%
+21.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.4% |
| 7D | +1.1% | -2.7% | +3.8% | +1.6% |
| 30D | +21.8% | +18.3% | +3.5% | +17.2% |
| 3M | +25.0% | +108.5% | -83.5% | +4.3% |
| 6M | +11.3% | +213.9% | -202.6% | -16.6% |
| YTD | -12.7% | +223.1% | -235.8% | -35.8% |
| 1Y | -32.3% | +160.6% | -192.9% | -48.4% |
| 3Y | +150.3% | +104.3% | +46.1% | +85.1% |
| All | -9.4% | -30.9% | +21.5% | -23.0% |
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