-9.1%
BITO vs ALM
+1,080.2%
-1,089.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.7% | -2.5% |
| 7D | +1.5% | +8.4% | -6.9% | +0.9% |
| 30D | +20.0% | +34.8% | -14.8% | +17.2% |
| 3M | +22.8% | +16.2% | +6.5% | +20.7% |
| 6M | +13.1% | +2.1% | +11.0% | +11.3% |
| YTD | -12.5% | +117.0% | -129.5% | -17.7% |
| 1Y | -32.6% | +313.9% | -346.4% | -39.0% |
| 3Y | +151.0% | +2,327.9% | -2,176.9% | +96.3% |
| All | -9.1% | +1,080.2% | -1,089.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling