-7.4%
BITO vs ALLY
-5.3%
-2.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +2.9% | +3.7% | -0.8% | +1.4% |
| 30D | +22.6% | -2.3% | +24.8% | +23.6% |
| 3M | +24.7% | +3.8% | +20.8% | +22.4% |
| 6M | +7.5% | +9.7% | -2.3% | +2.7% |
| YTD | -10.8% | -1.4% | -9.4% | -10.9% |
| 1Y | -29.9% | +8.2% | -38.1% | -32.9% |
| 3Y | +158.9% | +66.5% | +92.4% | +101.7% |
| All | -7.4% | -5.3% | -2.1% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling