-7.4%
BITO vs AR
+95.8%
-103.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.3% |
| 7D | +2.9% | +2.5% | +0.4% | +2.3% |
| 30D | +22.6% | +14.8% | +7.8% | +18.9% |
| 3M | +24.7% | +6.2% | +18.4% | +22.6% |
| 6M | +7.5% | +4.3% | +3.2% | +5.5% |
| YTD | -10.8% | +14.4% | -25.2% | -14.5% |
| 1Y | -29.9% | +21.3% | -51.2% | -33.9% |
| 3Y | +158.9% | +39.8% | +119.1% | +129.9% |
| All | -7.4% | +95.8% | -103.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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