-9.1%
BITO vs ARWR
+27.4%
-36.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.5% |
| 7D | +1.5% | +2.9% | -1.3% | +0.9% |
| 30D | +20.0% | -2.9% | +22.9% | +20.8% |
| 3M | +22.8% | +15.2% | +7.5% | +17.7% |
| 6M | +13.1% | +42.3% | -29.2% | +2.7% |
| YTD | -12.5% | +28.2% | -40.7% | -19.1% |
| 1Y | -32.6% | +213.2% | -245.8% | -50.7% |
| 3Y | +151.0% | +184.6% | -33.6% | +69.5% |
| All | -9.1% | +27.4% | -36.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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