+5,098.5%
ADP vs ARWR
-98.0%
+5,196.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.2% |
| 7D | +3.2% | -2.9% | +6.1% | +3.2% |
| 30D | +14.9% | -5.4% | +20.3% | +14.9% |
| 3M | +11.6% | -32.2% | +43.9% | +11.8% |
| 6M | +48.5% | -26.5% | +75.0% | +48.6% |
| YTD | +20.6% | -12.4% | +33.0% | +20.6% |
| 1Y | +23.7% | +46.9% | -23.2% | +23.3% |
| 3Y | +47.8% | +116.0% | -68.2% | +46.8% |
| 5Y | +47.7% | -28.0% | +75.7% | +47.2% |
| 10Y | +324.0% | +923.9% | -600.0% | +316.9% |
| All | +5,098.5% | -98.0% | +5,196.5% | +4,893.1% |
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