-20.9%
BITO vs ALLY
-16.3%
-4.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.9% |
| 7D | -9.2% | +0.4% | -9.6% | -9.4% |
| 30D | -15.9% | +5.2% | -21.2% | -17.6% |
| 3M | +7.3% | -13.3% | +20.6% | +13.4% |
| 6M | -15.2% | -6.7% | -8.5% | -13.3% |
| YTD | -23.8% | -12.8% | -10.9% | -20.2% |
| 1Y | -32.2% | +0.7% | -32.9% | -33.1% |
| 3Y | +55.1% | +65.2% | -10.1% | +21.5% |
| 5Y | -16.7% | -10.1% | -6.5% | -8.5% |
| All | -20.9% | -16.3% | -4.6% | -7.3% |
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