+59.9%
BITO vs AS
+120.4%
-60.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.0% | -3.4% |
| 7D | +2.9% | -4.9% | +7.8% | +4.2% |
| 30D | +22.6% | -19.6% | +42.2% | +29.4% |
| 3M | +24.7% | -14.4% | +39.0% | +29.0% |
| 6M | +7.5% | -20.1% | +27.6% | +12.8% |
| YTD | -10.8% | -20.9% | +10.1% | -6.4% |
| 1Y | -29.9% | -21.9% | -8.0% | -26.5% |
| All | +59.9% | +120.4% | -60.4% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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