+156.8%
BITO vs AMP
+66.7%
+90.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | +21.4% | -1.3% | +22.7% | +22.1% |
| 3M | +20.5% | +24.2% | -3.7% | +7.5% |
| 6M | +7.4% | +24.6% | -17.2% | -4.7% |
| YTD | -13.9% | +14.8% | -28.7% | -20.3% |
| 1Y | -35.1% | +12.8% | -47.8% | -39.4% |
| 3Y | +156.8% | +69.0% | +87.9% | +128.0% |
| All | +156.8% | +66.7% | +90.2% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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