-35.1%
BITO vs AMT
-4.9%
-30.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | -3.4% | +1.1% | -4.6% | -3.5% |
| 30D | +21.4% | +4.4% | +17.1% | +21.2% |
| 3M | +20.5% | -5.2% | +25.7% | +20.6% |
| 6M | +7.4% | -0.8% | +8.2% | +7.2% |
| YTD | -13.9% | +3.3% | -17.2% | -15.0% |
| 1Y | -35.1% | -6.0% | -29.0% | -38.0% |
| All | -35.1% | -4.9% | -30.1% | -38.0% |
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