-10.6%
BITO vs ADM
+54.4%
-65.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -5.8% | +3.0% | -8.8% | -6.3% |
| 30D | +21.1% | +8.7% | +12.4% | +19.1% |
| 3M | +23.5% | +7.6% | +15.9% | +21.4% |
| 6M | +8.3% | +26.9% | -18.6% | +2.4% |
| YTD | -13.9% | +54.3% | -68.2% | -22.1% |
| 1Y | -34.5% | +45.7% | -80.2% | -40.2% |
| 3Y | +147.0% | +21.9% | +125.1% | +134.1% |
| All | -10.6% | +54.4% | -65.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling