-20.9%
BITO vs ALC
-7.0%
-13.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.8% | -4.7% |
| 7D | -9.2% | -1.1% | -8.1% | -8.9% |
| 30D | -15.9% | +16.0% | -32.0% | -20.5% |
| 3M | +7.3% | +0.8% | +6.5% | +6.7% |
| 6M | -15.2% | +16.8% | -32.0% | -20.8% |
| YTD | -23.8% | -5.5% | -18.3% | -23.0% |
| 1Y | -32.2% | -5.3% | -26.9% | -31.6% |
| 3Y | +55.1% | +4.1% | +51.0% | +41.9% |
| 5Y | -16.7% | -7.1% | -9.6% | -17.4% |
| All | -20.9% | -7.0% | -13.9% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling