+318.8%
ADP vs ARWR
+1,021.8%
-703.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.9% | -19.9% | +20.9% | +2.6% |
| 30D | +11.9% | -18.7% | +30.6% | +13.6% |
| 3M | +13.7% | -44.7% | +58.4% | +18.9% |
| 6M | +46.8% | -36.5% | +83.3% | +51.0% |
| YTD | +21.8% | -25.7% | +47.4% | +22.9% |
| 1Y | +23.5% | +18.9% | +4.6% | +18.9% |
| 3Y | +44.1% | +83.1% | -39.0% | +27.3% |
| 5Y | +49.9% | -34.9% | +84.7% | +41.3% |
| 10Y | +318.8% | +1,080.9% | -762.1% | +206.3% |
| All | +318.8% | +1,021.8% | -703.1% | +206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling