+156.8%
BITO vs ACM
-23.7%
+180.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -0.7% |
| 7D | -5.8% | -5.9% | +0.1% | -3.9% |
| 30D | +21.1% | -6.2% | +27.3% | +23.3% |
| 3M | +23.5% | -7.9% | +31.4% | +25.6% |
| 6M | +8.3% | -30.6% | +38.9% | +23.1% |
| YTD | -13.9% | -33.3% | +19.4% | -1.4% |
| 1Y | -34.5% | -49.2% | +14.7% | -13.9% |
| All | +156.8% | -23.7% | +180.5% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling