-20.9%
BITO vs AFRM
-58.3%
+37.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | -9.2% | -4.4% | -4.8% | -8.3% |
| 30D | -15.9% | -7.7% | -8.3% | -14.5% |
| 3M | +7.3% | -16.9% | +24.2% | +11.1% |
| 6M | -15.2% | +2.5% | -17.7% | -16.6% |
| YTD | -23.8% | -12.5% | -11.3% | -23.2% |
| 1Y | -32.2% | -11.0% | -21.2% | -32.1% |
| 3Y | +55.1% | +184.6% | -129.5% | +9.6% |
| 5Y | -16.7% | -56.3% | +39.6% | -32.9% |
| All | -20.9% | -58.3% | +37.5% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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