+55.1%
BITO vs AMT
+16.9%
+38.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.6% |
| 7D | -9.2% | +1.5% | -10.7% | -9.2% |
| 30D | -15.9% | +6.8% | -22.8% | -15.8% |
| 3M | +7.3% | +11.2% | -3.9% | +7.5% |
| 6M | -15.2% | +12.5% | -27.7% | -15.1% |
| YTD | -23.8% | +12.5% | -36.3% | -23.7% |
| 1Y | -32.2% | +10.1% | -42.3% | -32.2% |
| 3Y | +55.1% | +16.0% | +39.1% | +72.3% |
| All | +55.1% | +16.9% | +38.2% | +72.3% |
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