+17.2%
ARM vs BTDR
-72.1%
+89.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.3% |
| 7D | -10.4% | -7.4% | -3.0% | -7.7% |
| 30D | -31.8% | -33.4% | +1.6% | -20.0% |
| 3M | -32.2% | -26.3% | -6.0% | -24.8% |
| 6M | -14.9% | -52.4% | +37.5% | +12.6% |
| YTD | +66.0% | -42.8% | +108.9% | +96.9% |
| 1Y | +17.2% | -63.7% | +80.9% | +49.9% |
| All | +17.2% | -72.1% | +89.3% | +49.9% |
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