+102.6%
ADM vs ARWR
+921.6%
-818.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.3% | +15.2% | +0.6% |
| 7D | -7.8% | -17.3% | +9.5% | -7.0% |
| 30D | -12.6% | -21.5% | +9.0% | -11.6% |
| 3M | -8.2% | -43.8% | +35.6% | -5.7% |
| 6M | -8.9% | -32.3% | +23.4% | -7.5% |
| YTD | +24.0% | -25.8% | +49.8% | +24.9% |
| 1Y | +26.2% | +25.5% | +0.6% | +23.2% |
| 3Y | +7.0% | +84.1% | -77.1% | -0.3% |
| 5Y | +24.9% | -39.2% | +64.1% | +20.5% |
| 10Y | +102.6% | +1,072.4% | -969.7% | +80.3% |
| All | +102.6% | +921.6% | -818.9% | +80.3% |
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