+160.3%
BITO vs AMT
+7.8%
+152.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.1% | +1.5% | -0.4% | +1.1% |
| 30D | +21.8% | +3.7% | +18.0% | +21.8% |
| 3M | +25.0% | -7.2% | +32.2% | +24.9% |
| 6M | +11.3% | -4.2% | +15.5% | +11.3% |
| YTD | -12.7% | +1.9% | -14.6% | -12.7% |
| 1Y | -32.3% | -6.4% | -25.9% | -32.5% |
| All | +160.3% | +7.8% | +152.5% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling