-29.9%
BITO vs AGI
+17.6%
-47.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -2.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +22.6% | +18.2% | +4.4% | +17.9% |
| 3M | +24.7% | -4.1% | +28.8% | +24.7% |
| 6M | +7.5% | -28.7% | +36.2% | +14.2% |
| YTD | -10.8% | -4.0% | -6.8% | -12.0% |
| 1Y | -29.9% | +17.4% | -47.3% | -31.0% |
| All | -29.9% | +17.6% | -47.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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