-7.4%
BITO vs APD
+15.1%
-22.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.6% |
| 30D | +22.6% | +2.1% | +20.5% | +21.7% |
| 3M | +24.7% | +7.2% | +17.5% | +21.5% |
| 6M | +7.5% | +11.2% | -3.8% | +3.2% |
| YTD | -10.8% | +24.4% | -35.2% | -17.8% |
| 1Y | -29.9% | +6.7% | -36.6% | -31.9% |
| 3Y | +158.9% | +9.2% | +149.7% | +144.8% |
| All | -7.4% | +15.1% | -22.5% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling