+20.3%
ARM vs BTSG
+106.9%
-86.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.0% | +3.7% | +5.5% |
| 7D | -5.3% | +4.4% | -9.7% | -6.5% |
| 30D | -30.0% | +8.5% | -38.5% | -32.0% |
| 3M | -34.1% | +10.8% | -44.8% | -36.7% |
| 6M | -12.6% | +26.1% | -38.8% | -23.3% |
| YTD | +70.4% | +84.6% | -14.2% | +23.7% |
| All | +20.3% | +106.9% | -86.5% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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