+185.4%
ARM vs BTG
+92.3%
+93.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -0.9% |
| 7D | -10.4% | +13.0% | -23.3% | -13.4% |
| 30D | -31.8% | +1.1% | -33.0% | -32.1% |
| 3M | -32.2% | +5.3% | -37.6% | -33.3% |
| 6M | -14.9% | +1.1% | -16.0% | -16.3% |
| YTD | +66.0% | +19.2% | +46.8% | +55.5% |
| 1Y | +17.2% | +31.5% | -14.2% | +7.3% |
| 3Y | +247.2% | +94.3% | +152.9% | +176.4% |
| All | +185.4% | +92.3% | +93.1% | +126.7% |
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