+156.8%
BITO vs AG
+260.2%
-103.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.5% | -0.7% |
| 7D | -5.8% | -5.8% | 0.0% | -5.1% |
| 30D | +21.1% | +6.4% | +14.8% | +20.1% |
| 3M | +23.5% | +28.4% | -4.9% | +19.4% |
| 6M | +8.3% | -24.5% | +32.7% | +10.4% |
| YTD | -13.9% | +21.2% | -35.1% | -16.9% |
| 1Y | -34.5% | +114.1% | -148.6% | -40.6% |
| All | +156.8% | +260.2% | -103.4% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling