+26.7%
ADM vs ARWR
+25.1%
+1.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.3% |
| 7D | +0.1% | -19.9% | +20.0% | +0.2% |
| 30D | -11.8% | -18.7% | +6.9% | -11.7% |
| 3M | -11.3% | -44.7% | +33.4% | -10.8% |
| 6M | -10.0% | -36.5% | +26.5% | -9.6% |
| YTD | +25.9% | -25.7% | +51.6% | +26.2% |
| 1Y | +26.7% | +18.9% | +7.7% | +25.2% |
| All | +26.7% | +25.1% | +1.5% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling