+4,627.3%
ADP vs ARWR
-97.0%
+4,724.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.4% | +1.7% | -5.1% | -3.4% |
| 30D | +2.8% | -0.7% | +3.4% | +2.8% |
| 3M | +20.9% | +14.9% | +6.1% | +20.8% |
| 6M | +29.9% | +32.6% | -2.8% | +29.6% |
| YTD | +9.6% | +30.0% | -20.4% | +9.4% |
| 1Y | -5.3% | +208.4% | -213.6% | -5.9% |
| 3Y | +16.5% | +208.8% | -192.3% | +15.5% |
| 5Y | +49.4% | +27.8% | +21.6% | +48.5% |
| 10Y | +282.2% | +1,107.6% | -825.4% | +275.3% |
| All | +4,627.3% | -97.0% | +4,724.4% | +4,432.5% |
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