+86.1%
ARM vs BITO
-30.5%
+116.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +5.0% |
| 7D | +5.5% | +2.9% | +2.6% | +4.1% |
| 30D | -8.2% | +22.6% | -30.8% | -16.4% |
| 3M | -35.9% | +24.7% | -60.6% | -41.8% |
| 6M | +103.1% | +7.5% | +95.7% | +95.7% |
| YTD | +130.6% | -10.8% | +141.4% | +130.9% |
| 1Y | +86.1% | -29.9% | +116.0% | +117.9% |
| All | +86.1% | -30.5% | +116.6% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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