-10.6%
BITO vs AGI
+363.9%
-374.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.4% | -2.7% | -0.7% | -2.8% |
| 30D | +21.4% | +7.2% | +14.2% | +19.4% |
| 3M | +20.5% | +4.3% | +16.2% | +18.6% |
| 6M | +7.4% | -27.1% | +34.5% | +14.6% |
| YTD | -13.9% | -6.6% | -7.3% | -14.4% |
| 1Y | -35.1% | +9.5% | -44.6% | -38.4% |
| 3Y | +156.8% | +208.4% | -51.6% | +70.5% |
| All | -10.6% | +363.9% | -374.4% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling