-10.6%
BITO vs AFL
+131.3%
-141.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.4% | -1.6% | -1.8% | -2.9% |
| 30D | +21.4% | -4.0% | +25.4% | +22.9% |
| 3M | +20.5% | -0.5% | +21.0% | +20.2% |
| 6M | +7.4% | +6.5% | +0.9% | +4.2% |
| YTD | -13.9% | +6.2% | -20.0% | -16.7% |
| 1Y | -35.1% | +8.3% | -43.3% | -37.9% |
| 3Y | +156.8% | +62.5% | +94.3% | +97.1% |
| All | -10.6% | +131.3% | -141.9% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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