-10.6%
BITO vs ADM
+54.1%
-64.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.4% | +2.5% | -5.9% | -3.9% |
| 30D | +21.4% | +9.5% | +12.0% | +19.2% |
| 3M | +20.5% | +10.6% | +9.9% | +17.8% |
| 6M | +7.4% | +24.0% | -16.6% | +2.1% |
| YTD | -13.9% | +54.0% | -67.8% | -22.1% |
| 1Y | -35.1% | +45.3% | -80.4% | -40.7% |
| 3Y | +156.8% | +21.8% | +135.1% | +143.4% |
| All | -10.6% | +54.1% | -64.6% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling