+1,203.1%
ADM vs ARWR
-98.3%
+1,301.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.8% | -17.7% | +15.8% | -1.7% |
| 30D | -13.3% | -21.9% | +8.7% | -13.1% |
| 3M | -13.4% | -44.5% | +31.2% | -13.1% |
| 6M | -9.6% | -32.6% | +23.0% | -9.5% |
| YTD | +23.0% | -26.2% | +49.2% | +23.1% |
| 1Y | +27.4% | +23.0% | +4.4% | +27.1% |
| 3Y | +5.7% | +81.8% | -76.1% | +5.0% |
| 5Y | +22.1% | -36.0% | +58.1% | +21.7% |
| 10Y | +106.0% | +1,039.5% | -933.6% | +101.4% |
| All | +1,203.1% | -98.3% | +1,301.4% | +1,102.2% |
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 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