+315.5%
ARM vs BTG
+99.9%
+215.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.6% |
| 7D | +12.5% | +2.4% | +10.1% | +11.8% |
| 30D | -1.4% | +9.5% | -10.8% | -3.7% |
| 3M | -18.7% | +38.5% | -57.2% | -25.6% |
| 6M | +124.6% | +5.6% | +119.0% | +117.4% |
| YTD | +141.7% | +23.9% | +117.8% | +124.5% |
| 1Y | +87.7% | +32.1% | +55.5% | +70.3% |
| All | +315.5% | +99.9% | +215.6% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling