+49.1%
ADP vs ARWR
-38.4%
+87.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.8% |
| 7D | +0.3% | -17.9% | +18.2% | +1.6% |
| 30D | +11.6% | -18.9% | +30.5% | +13.1% |
| 3M | +15.1% | -46.0% | +61.0% | +19.9% |
| 6M | +46.0% | -40.3% | +86.4% | +50.4% |
| YTD | +22.4% | -29.0% | +51.4% | +23.6% |
| 1Y | +24.5% | +13.8% | +10.6% | +19.5% |
| 3Y | +44.8% | +74.9% | -30.1% | +25.5% |
| 5Y | +49.1% | -36.2% | +85.3% | +36.9% |
| All | +49.1% | -38.4% | +87.4% | +36.9% |
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