+8.3%
BITO vs APTV
-37.6%
+45.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.5% |
| 7D | -5.8% | -1.8% | -4.0% | -5.7% |
| 30D | +21.1% | -7.9% | +29.0% | +21.7% |
| 3M | +23.5% | -29.9% | +53.4% | +26.4% |
| 6M | +8.3% | -36.6% | +44.9% | +14.9% |
| All | +8.3% | -37.6% | +45.8% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling