-7.4%
BITO vs ARMK
+131.3%
-138.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.0% |
| 7D | +2.9% | -2.4% | +5.3% | +4.0% |
| 30D | +22.6% | 0.0% | +22.6% | +22.0% |
| 3M | +24.7% | +6.7% | +18.0% | +20.0% |
| 6M | +7.5% | +38.8% | -31.4% | -9.9% |
| YTD | -10.8% | +55.2% | -66.0% | -29.7% |
| 1Y | -29.9% | +46.6% | -76.5% | -43.4% |
| 3Y | +158.9% | +112.9% | +46.0% | +62.0% |
| All | -7.4% | +131.3% | -138.7% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling