-23.4%
BITO vs ADM
+29.8%
-53.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | -1.9% | -8.3% | +6.3% | -3.1% |
| 30D | -6.7% | -14.1% | +7.4% | -8.6% |
| 3M | +23.1% | -10.7% | +33.8% | +20.7% |
| 6M | -2.0% | -5.9% | +3.9% | -4.0% |
| YTD | -11.4% | +25.8% | -37.1% | -11.5% |
| 1Y | -23.4% | +21.3% | -44.6% | -24.2% |
| All | -23.4% | +29.8% | -53.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling