-9.1%
BITO vs AG
+66.1%
-75.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | +1.5% | +4.5% | -2.9% | +0.7% |
| 30D | +20.0% | +12.9% | +7.2% | +17.2% |
| 3M | +22.8% | +20.9% | +1.8% | +17.8% |
| 6M | +13.1% | -19.5% | +32.6% | +15.7% |
| YTD | -12.5% | +24.8% | -37.3% | -18.5% |
| 1Y | -32.6% | +120.2% | -152.8% | -44.5% |
| 3Y | +151.0% | +279.0% | -128.0% | +69.1% |
| All | -9.1% | +66.1% | -75.2% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling