-10.6%
BITO vs APTV
-72.2%
+61.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -2.3% |
| 7D | -5.8% | -1.8% | -4.0% | -5.3% |
| 30D | +21.1% | -7.9% | +29.0% | +24.5% |
| 3M | +23.5% | -29.9% | +53.4% | +39.2% |
| 6M | +8.3% | -36.6% | +44.9% | +25.1% |
| YTD | -13.9% | -40.0% | +26.1% | +1.1% |
| 1Y | -34.5% | -44.0% | +9.5% | -20.8% |
| 3Y | +147.0% | -54.5% | +201.5% | +218.8% |
| All | -10.6% | -72.2% | +61.7% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling