+120.6%
ADM vs ARWR
+1,009.4%
-888.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +0.3% |
| 7D | +0.7% | -17.9% | +18.7% | +1.6% |
| 30D | -14.7% | -18.9% | +4.2% | -13.9% |
| 3M | -10.4% | -46.0% | +35.5% | -7.8% |
| 6M | -10.9% | -40.3% | +29.4% | -9.0% |
| YTD | +26.0% | -29.0% | +55.0% | +27.2% |
| 1Y | +26.5% | +13.8% | +12.6% | +24.1% |
| 3Y | +8.2% | +74.9% | -66.7% | +1.2% |
| 5Y | +24.0% | -36.2% | +60.2% | +19.5% |
| All | +120.6% | +1,009.4% | -888.8% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling