-10.6%
BITO vs ACM
+3.9%
-14.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -3.4% | -4.6% | +1.1% | -1.3% |
| 30D | +21.4% | +4.1% | +17.3% | +18.6% |
| 3M | +20.5% | -8.3% | +28.8% | +23.7% |
| 6M | +7.4% | -30.1% | +37.4% | +26.9% |
| YTD | -13.9% | -32.6% | +18.7% | +2.4% |
| 1Y | -35.1% | -49.6% | +14.5% | -7.5% |
| 3Y | +156.8% | -23.0% | +179.9% | +172.0% |
| All | -10.6% | +3.9% | -14.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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