-29.9%
BITO vs AJG
-12.9%
-17.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.5% |
| 7D | +2.9% | -1.8% | +4.7% | +2.8% |
| 30D | +22.6% | +4.6% | +17.9% | +22.8% |
| 3M | +24.7% | +24.9% | -0.3% | +25.8% |
| 6M | +7.5% | +17.2% | -9.7% | +8.5% |
| YTD | -10.8% | +2.2% | -13.0% | -10.5% |
| 1Y | -29.9% | -11.5% | -18.4% | -27.0% |
| All | -29.9% | -12.9% | -17.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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