+311.3%
ARM vs BTG
+96.6%
+214.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.4% |
| 7D | +11.4% | +4.8% | +6.6% | +10.0% |
| 30D | -7.4% | +8.3% | -15.8% | -9.4% |
| 3M | -24.5% | +32.3% | -56.8% | -30.2% |
| 6M | +128.7% | +3.0% | +125.7% | +122.6% |
| YTD | +139.3% | +21.9% | +117.3% | +123.1% |
| 1Y | +88.0% | +28.2% | +59.8% | +71.8% |
| All | +311.3% | +96.6% | +214.6% | +225.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling