+160.3%
BITO vs ALC
-16.2%
+176.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.1% | -5.3% | +6.3% | +2.0% |
| 30D | +21.8% | -7.1% | +28.8% | +23.3% |
| 3M | +25.0% | +0.8% | +24.2% | +24.5% |
| 6M | +11.3% | -16.0% | +27.3% | +15.1% |
| YTD | -12.7% | -12.7% | 0.0% | -10.5% |
| 1Y | -32.3% | -12.8% | -19.5% | -30.6% |
| All | +160.3% | -16.2% | +176.5% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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