+25.4%
ADM vs ARWR
-34.9%
+60.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.6% |
| 7D | +4.2% | -17.8% | +22.0% | +5.2% |
| 30D | -12.8% | -18.1% | +5.3% | -12.0% |
| 3M | -8.5% | -44.2% | +35.7% | -5.7% |
| 6M | -10.9% | -38.6% | +27.7% | -8.9% |
| YTD | +29.4% | -28.0% | +57.5% | +30.6% |
| 1Y | +27.5% | +16.1% | +11.4% | +24.2% |
| 3Y | +10.3% | +84.0% | -73.6% | +0.5% |
| All | +25.4% | -34.9% | +60.3% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling