-20.9%
BITO vs ALK
-32.5%
+11.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.1% |
| 7D | -9.2% | -1.2% | -8.0% | -9.0% |
| 30D | -15.9% | +7.7% | -23.6% | -18.4% |
| 3M | +7.3% | -19.0% | +26.3% | +14.2% |
| 6M | -15.2% | -0.2% | -15.0% | -17.8% |
| YTD | -23.8% | -23.5% | -0.3% | -19.7% |
| 1Y | -32.2% | -9.1% | -23.1% | -33.6% |
| 3Y | +55.1% | +12.0% | +43.1% | +26.9% |
| 5Y | -16.7% | -30.9% | +14.2% | -13.1% |
| All | -20.9% | -32.5% | +11.7% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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