+1,215.7%
ADM vs ARWR
-98.0%
+1,313.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -9.0% | -2.9% | -6.1% | -9.0% |
| 30D | -14.0% | -5.4% | -8.6% | -14.0% |
| 3M | -9.2% | -32.2% | +23.1% | -9.0% |
| 6M | -9.2% | -26.5% | +17.4% | -9.0% |
| YTD | +24.2% | -12.4% | +36.6% | +24.2% |
| 1Y | +27.0% | +46.9% | -19.9% | +26.6% |
| 3Y | +6.6% | +116.0% | -109.4% | +5.8% |
| 5Y | +25.0% | -28.0% | +52.9% | +24.5% |
| 10Y | +100.2% | +923.9% | -823.7% | +95.8% |
| All | +1,215.7% | -98.0% | +1,313.7% | +1,112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling