-23.4%
BITO vs APD
+36.4%
-59.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +3.1% |
| 7D | -1.9% | +3.8% | -5.7% | -1.4% |
| 30D | -6.7% | +14.1% | -20.8% | -5.1% |
| 3M | +23.1% | +8.2% | +14.9% | +24.4% |
| 6M | -2.0% | +7.5% | -9.6% | -0.8% |
| YTD | -11.4% | +31.7% | -43.0% | -6.7% |
| 1Y | -23.4% | +35.1% | -58.4% | -17.7% |
| All | -23.4% | +36.4% | -59.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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