+199.6%
ARM vs BTDR
-43.7%
+243.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.6% | +4.0% | -2.4% |
| 7D | +9.1% | -6.9% | +16.0% | +11.0% |
| 30D | -19.9% | -31.5% | +11.6% | -12.2% |
| 3M | -31.6% | -36.1% | +4.4% | -24.2% |
| 6M | -13.9% | -57.6% | +43.8% | +4.7% |
| YTD | +74.3% | -50.0% | +124.3% | +100.8% |
| 1Y | +35.8% | -49.6% | +85.4% | +55.2% |
| 3Y | +268.6% | +48.5% | +220.1% | +224.5% |
| All | +199.6% | -43.7% | +243.3% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling