+156.8%
BITO vs ATI
+341.5%
-184.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.3% | -0.6% |
| 7D | -5.8% | -2.7% | -3.1% | -5.3% |
| 30D | +21.1% | -13.5% | +34.6% | +24.5% |
| 3M | +23.5% | +8.5% | +15.0% | +20.5% |
| 6M | +8.3% | +25.2% | -16.9% | +1.9% |
| YTD | -13.9% | +73.4% | -87.3% | -24.4% |
| 1Y | -34.5% | +160.5% | -195.0% | -47.4% |
| All | +156.8% | +341.5% | -184.7% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 3y: compounded portfolio wealth divided by compounded ATI 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…
3y analysis · Full analysis span regression · 6 months rolling