+53.2%
ADP vs ARWR
+28.5%
+24.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.4% | +1.7% | -5.1% | -3.6% |
| 30D | +2.8% | -0.7% | +3.4% | +2.8% |
| 3M | +20.9% | +14.9% | +6.1% | +19.3% |
| 6M | +29.9% | +32.6% | -2.8% | +26.0% |
| YTD | +9.6% | +30.0% | -20.4% | +6.3% |
| 1Y | -5.3% | +208.4% | -213.6% | -16.1% |
| 3Y | +16.5% | +208.8% | -192.3% | -2.4% |
| All | +53.2% | +28.5% | +24.7% | +34.6% |
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