-9.1%
BITO vs ACM
+8.0%
-17.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +20.0% | -12.9% | +33.0% | +27.6% |
| 3M | +22.8% | -6.4% | +29.1% | +24.9% |
| 6M | +13.1% | -29.2% | +42.3% | +33.2% |
| YTD | -12.5% | -29.9% | +17.5% | +2.2% |
| 1Y | -32.6% | -47.3% | +14.7% | -6.0% |
| 3Y | +151.0% | -19.6% | +170.7% | +160.0% |
| All | -9.1% | +8.0% | -17.1% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling