-29.9%
BITO vs AG
+125.2%
-155.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | +22.6% | +19.2% | +3.4% | +18.8% |
| 3M | +24.7% | +6.2% | +18.5% | +22.3% |
| 6M | +7.5% | -26.7% | +34.1% | +10.4% |
| YTD | -10.8% | +26.1% | -36.9% | -15.5% |
| 1Y | -29.9% | +131.7% | -161.6% | -32.1% |
| All | -29.9% | +125.2% | -155.1% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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