+35.8%
ARM vs BTG
+17.5%
+18.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.3% |
| 7D | +9.1% | -9.1% | +18.2% | +12.2% |
| 30D | -19.9% | -1.6% | -18.3% | -19.7% |
| 3M | -31.6% | -2.8% | -28.8% | -31.2% |
| 6M | -13.9% | -7.6% | -6.3% | -13.5% |
| YTD | +74.3% | +10.2% | +64.1% | +64.2% |
| 1Y | +35.8% | +21.3% | +14.5% | +23.6% |
| All | +35.8% | +17.5% | +18.3% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling