-35.1%
BITO vs AG
+110.7%
-145.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | -3.4% | -6.7% | +3.3% | -2.3% |
| 30D | +21.4% | +2.2% | +19.2% | +20.8% |
| 3M | +20.5% | +15.7% | +4.8% | +17.1% |
| 6M | +7.4% | -23.8% | +31.2% | +9.9% |
| YTD | -13.9% | +17.6% | -31.5% | -17.4% |
| 1Y | -35.1% | +88.6% | -123.7% | -38.4% |
| All | -35.1% | +110.7% | -145.8% | -38.4% |
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