-10.6%
BITO vs ALNY
+19.4%
-29.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -3.4% | -6.5% | +3.1% | -2.6% |
| 30D | +21.4% | +11.0% | +10.4% | +19.7% |
| 3M | +20.5% | -14.1% | +34.6% | +21.5% |
| 6M | +7.4% | -22.4% | +29.8% | +9.6% |
| YTD | -13.9% | -37.5% | +23.6% | -9.6% |
| 1Y | -35.1% | -46.9% | +11.9% | -30.3% |
| 3Y | +156.8% | +22.1% | +134.8% | +141.4% |
| All | -10.6% | +19.4% | -29.9% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling