+311.3%
ARM vs BITO
+144.3%
+167.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.4% |
| 7D | +11.4% | +1.5% | +9.8% | +10.6% |
| 30D | -7.4% | +20.0% | -27.5% | -13.9% |
| 3M | -24.5% | +22.8% | -47.3% | -30.2% |
| 6M | +128.7% | +13.1% | +115.6% | +118.1% |
| YTD | +139.3% | -12.5% | +151.7% | +145.8% |
| 1Y | +88.0% | -32.6% | +120.5% | +111.5% |
| All | +311.3% | +144.3% | +167.0% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling