+106.0%
ADM vs ARWR
+1,055.7%
-949.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.8% | -17.7% | +15.8% | -1.0% |
| 30D | -13.3% | -21.9% | +8.7% | -12.3% |
| 3M | -13.4% | -44.5% | +31.2% | -10.9% |
| 6M | -9.6% | -32.6% | +23.0% | -8.2% |
| YTD | +23.0% | -26.2% | +49.2% | +24.0% |
| 1Y | +27.4% | +23.0% | +4.4% | +24.5% |
| 3Y | +5.7% | +81.8% | -76.1% | -1.5% |
| 5Y | +22.1% | -36.0% | +58.1% | +17.6% |
| 10Y | +106.0% | +1,039.5% | -933.6% | +83.3% |
| All | +106.0% | +1,055.7% | -949.7% | +83.3% |
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