-17.9%
BITO vs ALLY
-16.9%
-1.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | -6.3% | -2.1% | -4.2% | -5.5% |
| 30D | -14.6% | +2.0% | -16.6% | -15.3% |
| 3M | +11.4% | -13.3% | +24.8% | +17.7% |
| 6M | -13.3% | -9.9% | -3.5% | -10.1% |
| YTD | -20.9% | -13.5% | -7.4% | -16.9% |
| 1Y | -32.1% | -2.8% | -29.3% | -32.1% |
| 3Y | +58.2% | +63.4% | -5.2% | +24.5% |
| 5Y | -13.6% | -10.9% | -2.7% | -4.7% |
| All | -17.9% | -16.9% | -1.0% | -3.5% |
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