-10.6%
BITO vs APTV
-72.3%
+61.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | -5.0% | +1.6% | -1.7% |
| 30D | +21.4% | -6.1% | +27.5% | +23.9% |
| 3M | +20.5% | -33.0% | +53.5% | +38.2% |
| 6M | +7.4% | -35.2% | +42.6% | +23.0% |
| YTD | -13.9% | -40.1% | +26.3% | +1.2% |
| 1Y | -35.1% | -45.6% | +10.5% | -20.5% |
| 3Y | +156.8% | -54.4% | +211.2% | +230.5% |
| All | -10.6% | -72.3% | +61.8% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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