+87.7%
ARM vs BTDR
-4.6%
+92.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.9% |
| 7D | +12.5% | +14.8% | -2.3% | +7.3% |
| 30D | -1.4% | +41.8% | -43.2% | -13.3% |
| 3M | -18.7% | -29.2% | +10.5% | -11.2% |
| 6M | +124.6% | +66.2% | +58.5% | +102.9% |
| YTD | +141.7% | +10.0% | +131.7% | +127.5% |
| 1Y | +87.7% | -11.0% | +98.6% | +86.9% |
| All | +87.7% | -4.6% | +92.3% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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