-10.6%
BITO vs AWK
-10.5%
-0.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -5.8% | -0.7% | -5.1% | -5.7% |
| 30D | +21.1% | +2.8% | +18.4% | +20.6% |
| 3M | +23.5% | +11.3% | +12.2% | +21.5% |
| 6M | +8.3% | +6.7% | +1.5% | +7.1% |
| YTD | -13.9% | +9.4% | -23.2% | -15.3% |
| 1Y | -34.5% | +3.7% | -38.3% | -35.0% |
| 3Y | +147.0% | +9.2% | +137.8% | +136.2% |
| All | -10.6% | -10.5% | -0.1% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling