+1,491.0%
ADM vs ARWR
-97.0%
+1,588.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +3.8% | +1.7% | +2.1% | +3.8% |
| 30D | +9.8% | -0.7% | +10.4% | +9.8% |
| 3M | +2.1% | +14.9% | -12.7% | +2.0% |
| 6M | +27.5% | +32.6% | -5.1% | +27.3% |
| YTD | +50.2% | +30.0% | +20.2% | +49.9% |
| 1Y | +40.6% | +208.4% | -167.8% | +39.6% |
| 3Y | +17.2% | +208.8% | -191.6% | +16.1% |
| 5Y | +61.9% | +27.8% | +34.1% | +60.8% |
| 10Y | +159.3% | +1,107.6% | -948.3% | +153.2% |
| All | +1,491.0% | -97.0% | +1,588.0% | +1,363.5% |
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