+199.6%
ARM vs BITO
+112.7%
+86.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -3.2% |
| 7D | +9.1% | -9.2% | +18.3% | +13.4% |
| 30D | -19.9% | -15.9% | -4.0% | -13.9% |
| 3M | -31.6% | +7.3% | -38.9% | -33.0% |
| 6M | -13.9% | -15.2% | +1.3% | -8.0% |
| YTD | +74.3% | -23.8% | +98.1% | +90.5% |
| 1Y | +35.8% | -32.2% | +68.0% | +54.4% |
| 3Y | +268.6% | +55.1% | +213.5% | +183.3% |
| All | +199.6% | +112.7% | +86.9% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling