-35.1%
BITO vs ALM
+247.3%
-282.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.9% |
| 7D | -3.4% | -11.8% | +8.4% | -1.9% |
| 30D | +21.4% | +7.8% | +13.6% | +19.9% |
| 3M | +20.5% | -9.3% | +29.8% | +20.9% |
| 6M | +7.4% | -30.5% | +37.9% | +9.7% |
| YTD | -13.9% | +75.8% | -89.7% | -21.5% |
| 1Y | -35.1% | +241.2% | -276.3% | -37.1% |
| All | -35.1% | +247.3% | -282.4% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling