-9.4%
BITO vs AVTR
-61.1%
+51.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.4% |
| 7D | +1.1% | +1.6% | -0.5% | +0.7% |
| 30D | +21.8% | +8.4% | +13.4% | +19.3% |
| 3M | +25.0% | +50.2% | -25.1% | +11.2% |
| 6M | +11.3% | +82.6% | -71.2% | -6.8% |
| YTD | -12.7% | +29.8% | -42.6% | -19.7% |
| 1Y | -32.3% | +16.0% | -48.3% | -36.8% |
| 3Y | +150.3% | -26.4% | +176.8% | +156.1% |
| All | -9.4% | -61.1% | +51.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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