-7.4%
BITO vs ALK
-26.3%
+18.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.0% |
| 7D | +2.9% | -0.7% | +3.5% | +3.1% |
| 30D | +22.6% | -19.2% | +41.8% | +31.3% |
| 3M | +24.7% | -1.5% | +26.2% | +23.0% |
| 6M | +7.5% | -13.1% | +20.5% | +9.5% |
| YTD | -10.8% | -16.4% | +5.6% | -8.2% |
| 1Y | -29.9% | -33.1% | +3.2% | -22.0% |
| 3Y | +158.9% | +0.6% | +158.3% | +127.7% |
| All | -7.4% | -26.3% | +18.9% | -4.7% |
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