-9.1%
BITO vs ADM
+50.1%
-59.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +20.0% | +11.0% | +9.0% | +17.4% |
| 3M | +22.8% | +6.0% | +16.8% | +21.0% |
| 6M | +13.1% | +26.9% | -13.8% | +6.8% |
| YTD | -12.5% | +50.0% | -62.5% | -20.4% |
| 1Y | -32.6% | +39.6% | -72.2% | -37.9% |
| 3Y | +151.0% | +18.5% | +132.5% | +139.2% |
| All | -9.1% | +50.1% | -59.2% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling