-10.6%
BITO vs APA
+97.0%
-107.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | +4.6% | -8.0% | -4.4% |
| 30D | +21.4% | +11.9% | +9.5% | +18.5% |
| 3M | +20.5% | +22.5% | -2.0% | +14.8% |
| 6M | +7.4% | +37.5% | -30.2% | -1.8% |
| YTD | -13.9% | +87.2% | -101.0% | -27.2% |
| 1Y | -35.1% | +101.4% | -136.5% | -46.5% |
| 3Y | +156.8% | +16.9% | +139.9% | +136.1% |
| All | -10.6% | +97.0% | -107.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 5y: compounded portfolio wealth divided by compounded APA 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…
5y analysis · Full analysis span regression · 6 months rolling