+299.7%
ARM vs BITO
+140.3%
+159.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.3% |
| 7D | +4.8% | -5.8% | +10.6% | +7.0% |
| 30D | -5.5% | +21.1% | -26.6% | -12.4% |
| 3M | -17.3% | +23.5% | -40.8% | -23.8% |
| 6M | +110.9% | +8.3% | +102.6% | +104.2% |
| YTD | +132.5% | -13.9% | +146.4% | +140.3% |
| 1Y | +64.9% | -34.5% | +99.4% | +87.5% |
| All | +299.7% | +140.3% | +159.4% | +152.7% |
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