+296.4%
ARM vs BTDR
+24.4%
+272.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.9% | 0.0% | +3.0% |
| 7D | +5.5% | +20.0% | -14.5% | +0.9% |
| 30D | -8.2% | +11.9% | -20.1% | -11.6% |
| 3M | -35.9% | -36.9% | +1.0% | -30.0% |
| 6M | +103.1% | +56.5% | +46.6% | +84.6% |
| YTD | +130.6% | +10.4% | +120.2% | +119.8% |
| 1Y | +86.1% | +3.1% | +83.0% | +73.8% |
| All | +296.4% | +24.4% | +272.0% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling