-29.9%
BITO vs AMT
-7.7%
-22.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +22.6% | +4.6% | +18.0% | +22.5% |
| 3M | +24.7% | -8.4% | +33.1% | +24.9% |
| 6M | +7.5% | -6.0% | +13.5% | +7.6% |
| YTD | -10.8% | +2.1% | -12.9% | -11.9% |
| 1Y | -29.9% | -6.4% | -23.5% | -31.2% |
| All | -29.9% | -7.7% | -22.2% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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