-9.1%
BITO vs ATI
+1,173.5%
-1,182.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +1.5% | +3.2% | -1.6% | +0.8% |
| 30D | +20.0% | -9.0% | +29.0% | +22.5% |
| 3M | +22.8% | +15.1% | +7.7% | +17.7% |
| 6M | +13.1% | +38.1% | -25.0% | +2.9% |
| YTD | -12.5% | +80.7% | -93.1% | -25.5% |
| 1Y | -32.6% | +167.5% | -200.1% | -48.2% |
| 3Y | +151.0% | +366.0% | -214.9% | +60.7% |
| All | -9.1% | +1,173.5% | -1,182.6% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling