+199.6%
ARM vs BTI
+134.4%
+65.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.7% |
| 7D | +9.1% | +1.6% | +7.5% | +9.1% |
| 30D | -19.9% | +9.2% | -29.2% | -20.6% |
| 3M | -31.6% | +9.6% | -41.3% | -32.1% |
| 6M | -13.9% | -2.4% | -11.4% | -12.1% |
| YTD | +74.3% | +14.2% | +60.1% | +66.7% |
| 1Y | +35.8% | +20.3% | +15.5% | +27.3% |
| 3Y | +268.6% | +147.4% | +121.2% | +76.1% |
| All | +199.6% | +134.4% | +65.2% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling