+228.9%
ARM vs BTDR
+47.8%
+181.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +13.3% | -8.5% | +1.1% |
| 7D | -15.2% | -10.4% | -4.9% | -12.8% |
| 30D | -40.7% | -42.2% | +1.5% | -31.4% |
| 3M | -39.1% | -42.8% | +3.7% | -30.3% |
| 6M | -26.4% | -60.2% | +33.8% | -7.8% |
| YTD | +59.7% | -46.3% | +106.1% | +82.5% |
| 1Y | +10.3% | -71.7% | +82.0% | +42.0% |
| 3Y | +228.9% | +54.6% | +174.2% | +147.0% |
| All | +228.9% | +47.8% | +181.1% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling