+20.3%
ARM vs BTI
+16.0%
+4.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.3% | +8.0% | +6.1% |
| 7D | -5.3% | -2.9% | -2.4% | -6.3% |
| 30D | -30.0% | +8.3% | -38.3% | -27.9% |
| 3M | -34.1% | +2.9% | -37.0% | -32.4% |
| 6M | -12.6% | +6.2% | -18.9% | -12.2% |
| YTD | +70.4% | +10.9% | +59.5% | +70.7% |
| All | +20.3% | +16.0% | +4.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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