-10.6%
BITO vs ATI
+1,120.9%
-1,131.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | -5.6% | +2.2% | -2.1% |
| 30D | +21.4% | -13.7% | +35.2% | +25.5% |
| 3M | +20.5% | -0.4% | +20.9% | +19.8% |
| 6M | +7.4% | +26.2% | -18.8% | -0.1% |
| YTD | -13.9% | +73.2% | -87.1% | -26.0% |
| 1Y | -35.1% | +161.6% | -196.7% | -49.9% |
| 3Y | +156.8% | +346.2% | -189.3% | +66.1% |
| All | -10.6% | +1,120.9% | -1,131.5% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling