+167.7%
ARM vs BTSG
+493.4%
-325.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | +9.1% | +6.0% | +3.1% | +7.0% |
| 30D | -19.9% | +12.4% | -32.4% | -23.2% |
| 3M | -31.6% | +18.2% | -49.9% | -35.8% |
| 6M | -13.9% | +26.0% | -39.9% | -21.5% |
| YTD | +74.3% | +90.1% | -15.8% | +38.3% |
| 1Y | +35.8% | +124.3% | -88.5% | +2.3% |
| All | +167.7% | +493.4% | -325.7% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling