-23.4%
BITO vs ALNY
-62.5%
+39.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.8% |
| 7D | -1.9% | -30.7% | +28.8% | +0.2% |
| 30D | -6.7% | -26.7% | +20.0% | -5.1% |
| 3M | +23.1% | -26.4% | +49.5% | +24.9% |
| 6M | -2.0% | -45.9% | +43.9% | +0.9% |
| YTD | -11.4% | -59.5% | +48.1% | -4.5% |
| 1Y | -23.4% | -62.0% | +38.6% | -19.3% |
| All | -23.4% | -62.5% | +39.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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