-10.6%
BITO vs ALM
+856.2%
-866.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.5% |
| 7D | -3.4% | -11.8% | +8.4% | -2.6% |
| 30D | +21.4% | +7.8% | +13.6% | +20.6% |
| 3M | +20.5% | -9.3% | +29.8% | +20.7% |
| 6M | +7.4% | -30.5% | +37.9% | +8.6% |
| YTD | -13.9% | +75.8% | -89.7% | -17.7% |
| 1Y | -35.1% | +241.2% | -276.3% | -40.4% |
| 3Y | +156.8% | +1,872.6% | -1,715.8% | +104.0% |
| All | -10.6% | +856.2% | -866.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling