+88.0%
ARM vs BTSG
+154.4%
-66.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.2% |
| 7D | +11.4% | +5.7% | +5.6% | +8.3% |
| 30D | -7.4% | +0.2% | -7.7% | -7.7% |
| 3M | -24.5% | +5.6% | -30.1% | -28.2% |
| 6M | +128.7% | +50.8% | +77.9% | +78.5% |
| YTD | +139.3% | +67.0% | +72.2% | +76.7% |
| 1Y | +88.0% | +145.5% | -57.6% | +9.9% |
| All | +88.0% | +154.4% | -66.5% | +9.9% |
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