-10.6%
BITO vs ARMK
+138.5%
-149.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.5% |
| 7D | -3.4% | +3.1% | -6.6% | -4.9% |
| 30D | +21.4% | -2.8% | +24.2% | +22.8% |
| 3M | +20.5% | +7.6% | +12.9% | +15.6% |
| 6M | +7.4% | +47.9% | -40.5% | -12.8% |
| YTD | -13.9% | +60.0% | -73.9% | -33.2% |
| 1Y | -35.1% | +52.2% | -87.3% | -48.5% |
| 3Y | +156.8% | +131.4% | +25.4% | +53.1% |
| All | -10.6% | +138.5% | -149.1% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling