+296.4%
ARM vs BTI
+106.4%
+190.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.1% |
| 7D | +5.5% | -1.4% | +6.8% | +5.7% |
| 30D | -8.2% | -6.6% | -1.6% | -7.1% |
| 3M | -35.9% | -3.0% | -32.9% | -36.7% |
| 6M | +103.1% | -6.7% | +109.8% | +102.4% |
| YTD | +130.6% | +0.6% | +130.1% | +123.6% |
| 1Y | +86.1% | +5.6% | +80.5% | +77.2% |
| All | +296.4% | +106.4% | +190.1% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling