-9.4%
BITO vs ACGL
+140.4%
-149.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | -2.1% | +3.2% | +1.5% |
| 30D | +21.8% | -2.2% | +23.9% | +22.3% |
| 3M | +25.0% | +6.3% | +18.7% | +23.2% |
| 6M | +11.3% | +0.5% | +10.8% | +10.8% |
| YTD | -12.7% | +0.2% | -12.9% | -13.5% |
| 1Y | -32.3% | +7.3% | -39.6% | -34.3% |
| 3Y | +150.3% | +30.8% | +119.5% | +120.7% |
| All | -9.4% | +140.4% | -149.7% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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