-7.4%
BITO vs ABCL
-28.5%
+21.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.2% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +22.6% | +93.1% | -70.5% | +5.4% |
| 3M | +24.7% | +79.4% | -54.8% | +7.5% |
| 6M | +7.5% | +214.9% | -207.4% | -19.4% |
| YTD | -10.8% | +234.2% | -245.0% | -34.8% |
| 1Y | -29.9% | +174.8% | -204.7% | -47.2% |
| 3Y | +158.9% | +104.5% | +54.4% | +91.7% |
| All | -7.4% | -28.5% | +21.1% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling