-9.4%
BITO vs ALLY
-9.4%
0.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +1.1% | -1.9% | +3.0% | +1.9% |
| 30D | +21.8% | -4.5% | +26.2% | +23.9% |
| 3M | +25.0% | -2.8% | +27.9% | +26.2% |
| 6M | +11.3% | +10.3% | +1.0% | +6.1% |
| YTD | -12.7% | -5.7% | -7.0% | -11.3% |
| 1Y | -32.3% | +3.9% | -36.2% | -34.2% |
| 3Y | +150.3% | +64.7% | +85.6% | +95.7% |
| All | -9.4% | -9.4% | 0.0% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling