+156.8%
BITO vs AWK
+7.8%
+149.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.2% |
| 7D | -3.4% | -2.1% | -1.3% | -3.7% |
| 30D | +21.4% | +2.1% | +19.4% | +21.8% |
| 3M | +20.5% | +11.4% | +9.1% | +22.5% |
| 6M | +7.4% | +3.9% | +3.5% | +8.5% |
| YTD | -13.9% | +7.7% | -21.6% | -12.4% |
| 1Y | -35.1% | +1.3% | -36.4% | -34.3% |
| 3Y | +156.8% | +7.2% | +149.7% | +153.6% |
| All | +156.8% | +7.8% | +149.0% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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