+254.2%
ARM vs BTSG
+406.1%
-151.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.1% | +4.3% |
| 7D | +5.5% | +2.7% | +2.7% | +4.4% |
| 30D | -8.2% | -3.6% | -4.6% | -7.2% |
| 3M | -35.9% | +5.8% | -41.7% | -37.7% |
| 6M | +103.1% | +44.7% | +58.4% | +77.4% |
| YTD | +130.6% | +62.2% | +68.5% | +94.1% |
| 1Y | +86.1% | +152.1% | -66.0% | +37.1% |
| All | +254.2% | +406.1% | -151.9% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling