+185.4%
ARM vs BITO
+127.2%
+58.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.9% |
| 7D | -10.4% | -5.6% | -4.8% | -8.2% |
| 30D | -31.8% | -11.0% | -20.8% | -28.4% |
| 3M | -32.2% | +13.6% | -45.8% | -35.1% |
| 6M | -14.9% | -10.1% | -4.8% | -11.3% |
| YTD | +66.0% | -18.6% | +84.6% | +76.7% |
| 1Y | +17.2% | -33.1% | +50.3% | +33.6% |
| 3Y | +247.2% | +63.0% | +184.3% | +161.2% |
| All | +185.4% | +127.2% | +58.2% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling