+6.6%
ADM vs ARWR
+105.6%
-99.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -9.0% | -2.9% | -6.1% | -8.9% |
| 30D | -14.0% | -5.4% | -8.6% | -13.8% |
| 3M | -9.2% | -32.2% | +23.1% | -7.5% |
| 6M | -9.2% | -26.5% | +17.4% | -8.1% |
| YTD | +24.2% | -12.4% | +36.6% | +24.1% |
| 1Y | +27.0% | +46.9% | -19.9% | +22.1% |
| 3Y | +6.6% | +116.0% | -109.4% | -3.8% |
| All | +6.6% | +105.6% | -99.0% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling